-73.8%
JBLU vs STLA
+55.1%
-128.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.9% |
| 7D | -5.0% | -2.9% | -2.1% | -3.5% |
| 30D | -23.9% | +0.9% | -24.8% | -24.6% |
| 3M | -11.6% | -21.6% | +10.0% | -1.1% |
| 6M | -0.2% | -21.6% | +21.4% | +12.3% |
| YTD | -3.3% | -50.4% | +47.1% | +33.1% |
| 1Y | -15.4% | -43.6% | +28.2% | +6.0% |
| 3Y | -14.7% | -66.4% | +51.7% | +35.6% |
| 5Y | -70.0% | -62.3% | -7.7% | -56.3% |
| All | -73.8% | +55.1% | -128.9% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling