-70.7%
JBLU vs SONY
+9.6%
-80.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.6% |
| 7D | -5.0% | -2.7% | -2.3% | -3.7% |
| 30D | -23.9% | +1.5% | -25.4% | -24.6% |
| 3M | -11.6% | +13.0% | -24.6% | -17.8% |
| 6M | -0.2% | +11.2% | -11.4% | -7.3% |
| YTD | -3.3% | -6.6% | +3.3% | -1.1% |
| 1Y | -15.4% | -18.1% | +2.7% | -7.6% |
| 3Y | -14.7% | +42.1% | -56.8% | -34.4% |
| All | -70.7% | +9.6% | -80.4% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling