-70.7%
JBLU vs STLA
-62.8%
-7.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -1.0% |
| 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% | -0.5% |
| 6M | -0.2% | -21.6% | +21.4% | +13.0% |
| YTD | -3.3% | -50.4% | +47.1% | +35.4% |
| 1Y | -15.4% | -43.6% | +28.2% | +6.4% |
| 3Y | -14.7% | -66.4% | +51.7% | +36.6% |
| All | -70.7% | -62.8% | -7.9% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling