-70.7%
JBLU vs SRE
+45.6%
-116.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -5.0% | -0.8% | -4.1% | -4.6% |
| 30D | -23.9% | -3.0% | -20.9% | -23.1% |
| 3M | -11.6% | -8.3% | -3.3% | -8.6% |
| 6M | -0.2% | -8.9% | +8.7% | +3.3% |
| YTD | -3.3% | -4.3% | +1.0% | -2.7% |
| 1Y | -15.4% | +2.7% | -18.1% | -18.1% |
| 3Y | -14.7% | +28.7% | -43.4% | -28.7% |
| All | -70.7% | +45.6% | -116.3% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling