-73.8%
JBLU vs SHAK
+35.4%
-109.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.9% |
| 7D | -5.0% | -8.3% | +3.3% | -2.1% |
| 30D | -23.9% | -12.6% | -11.2% | -20.3% |
| 3M | -11.6% | +9.1% | -20.8% | -14.9% |
| 6M | -0.2% | -31.2% | +31.0% | +10.0% |
| YTD | -3.3% | -21.6% | +18.3% | +1.7% |
| 1Y | -15.4% | -38.8% | +23.4% | -3.3% |
| 3Y | -14.7% | +0.6% | -15.3% | -22.2% |
| 5Y | -70.0% | -22.5% | -47.5% | -71.5% |
| 10Y | -72.9% | +85.3% | -158.2% | -80.1% |
| All | -73.8% | +35.4% | -109.2% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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