-15.4%
JBLU vs STLD
+82.8%
-98.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.0% | -0.9% | -4.0% | -4.6% |
| 30D | -23.9% | -8.9% | -15.0% | -21.4% |
| 3M | -11.6% | -14.0% | +2.4% | -6.6% |
| 6M | -0.2% | +30.8% | -31.1% | -17.6% |
| YTD | -3.3% | +42.3% | -45.6% | -22.7% |
| 1Y | -15.4% | +81.1% | -96.5% | -38.9% |
| All | -15.4% | +82.8% | -98.2% | -38.9% |
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