-18.6%
JBLU vs SONY
-1.3%
-17.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.8% |
| 7D | +14.4% | +8.1% | +6.3% | +13.2% |
| 30D | -13.4% | +15.5% | -28.9% | -15.5% |
| 3M | -45.1% | +22.7% | -67.9% | -47.0% |
| 6M | -27.9% | +36.9% | -64.8% | -34.1% |
| YTD | -23.3% | +7.6% | -30.9% | -27.2% |
| 1Y | -18.6% | -1.9% | -16.7% | -22.3% |
| All | -18.6% | -1.3% | -17.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling