-67.0%
JBLU vs SIRI
-27.8%
-39.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -5.0% | +0.6% | -5.5% | -5.0% |
| 30D | -23.9% | +2.5% | -26.4% | -24.2% |
| 3M | -11.6% | +6.6% | -18.3% | -12.5% |
| 6M | -0.2% | +32.9% | -33.1% | -4.4% |
| YTD | -3.3% | +50.5% | -53.8% | -9.1% |
| 1Y | -15.4% | +28.0% | -43.4% | -18.6% |
| 3Y | -14.7% | -22.4% | +7.7% | -13.6% |
| 5Y | -70.0% | -41.3% | -28.7% | -69.1% |
| 10Y | -72.9% | -10.4% | -62.4% | -73.2% |
| All | -67.0% | -27.8% | -39.2% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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