-67.0%
JBLU vs SCCO
+28,365.6%
-28,432.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -5.0% | -2.7% | -2.3% | -4.3% |
| 30D | -23.9% | -0.7% | -23.2% | -24.1% |
| 3M | -11.6% | +8.1% | -19.7% | -15.1% |
| 6M | -0.2% | +4.1% | -4.3% | -3.3% |
| YTD | -3.3% | +41.1% | -44.4% | -17.1% |
| 1Y | -15.4% | +95.6% | -110.9% | -36.0% |
| 3Y | -14.7% | +179.3% | -194.0% | -43.5% |
| 5Y | -70.0% | +308.3% | -378.3% | -83.0% |
| 10Y | -72.9% | +1,090.2% | -1,163.1% | -89.5% |
| All | -67.0% | +28,365.6% | -28,432.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling