-12.7%
JBLU vs STLD
+59.7%
-72.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.0% | +15.0% | +13.2% |
| 7D | +24.9% | -3.9% | +28.9% | +27.0% |
| 30D | -12.3% | -0.4% | -11.9% | -12.0% |
| 3M | -44.5% | -9.2% | -35.3% | -42.5% |
| 6M | -25.7% | +5.0% | -30.6% | -30.1% |
| YTD | -21.8% | +42.8% | -64.6% | -40.4% |
| 1Y | -12.7% | +60.1% | -72.8% | -39.5% |
| All | -12.7% | +59.7% | -72.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling