-73.8%
JBLU vs STLD
+1,117.5%
-1,191.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | -4.8% | -3.6% | -1.1% | -3.1% |
| 30D | -24.4% | -10.1% | -14.3% | -20.8% |
| 3M | -4.8% | -11.4% | +6.7% | -0.4% |
| 6M | -0.5% | +30.8% | -31.3% | -13.7% |
| YTD | -3.5% | +40.7% | -44.2% | -19.4% |
| 1Y | -13.6% | +80.8% | -94.4% | -36.2% |
| 3Y | -15.3% | +140.2% | -155.4% | -46.2% |
| 5Y | -70.1% | +288.5% | -358.6% | -85.6% |
| All | -73.8% | +1,117.5% | -1,191.4% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling