-67.1%
JBLU vs SRE
+1,396.5%
-1,463.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -24.4% | -1.7% | -22.7% | -24.0% |
| 3M | -4.8% | -7.1% | +2.3% | -1.6% |
| 6M | -0.5% | -8.4% | +7.9% | +3.4% |
| YTD | -3.5% | -3.5% | 0.0% | -3.1% |
| 1Y | -13.6% | +5.4% | -19.0% | -17.6% |
| 3Y | -15.3% | +29.5% | -44.8% | -29.7% |
| 5Y | -70.1% | +48.3% | -118.4% | -77.3% |
| 10Y | -72.9% | +123.5% | -196.4% | -84.3% |
| All | -67.1% | +1,396.5% | -1,463.5% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling