-14.7%
JBLU vs SRE
+28.3%
-43.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -5.0% | -0.8% | -4.1% | -4.7% |
| 30D | -23.9% | -3.0% | -20.9% | -23.1% |
| 3M | -11.6% | -8.3% | -3.3% | -8.9% |
| 6M | -0.2% | -8.9% | +8.7% | +2.9% |
| YTD | -3.3% | -4.3% | +1.0% | -2.9% |
| 1Y | -15.4% | +2.7% | -18.1% | -18.0% |
| 3Y | -14.7% | +28.7% | -43.4% | -25.9% |
| All | -14.7% | +28.3% | -43.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling