-67.0%
JBLU vs SONY
+180.3%
-247.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -5.0% | -2.7% | -2.3% | -3.9% |
| 30D | -23.9% | +1.5% | -25.4% | -24.4% |
| 3M | -11.6% | +13.0% | -24.6% | -16.4% |
| 6M | -0.2% | +11.2% | -11.4% | -5.6% |
| YTD | -3.3% | -6.6% | +3.3% | -1.8% |
| 1Y | -15.4% | -18.1% | +2.7% | -9.9% |
| 3Y | -14.7% | +42.1% | -56.8% | -28.4% |
| 5Y | -70.0% | +11.0% | -81.1% | -72.4% |
| 10Y | -72.9% | +289.2% | -362.1% | -85.4% |
| All | -67.0% | +180.3% | -247.3% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling