-5.3%
JBLU vs STLD
+119.8%
-125.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +0.2% |
| 7D | +2.5% | +2.9% | -0.5% | +1.1% |
| 30D | +24.9% | -5.6% | +30.5% | +28.5% |
| 3M | -35.2% | -11.7% | -23.4% | -31.5% |
| 6M | -20.0% | -2.8% | -17.2% | -20.6% |
| YTD | -17.4% | +36.4% | -53.8% | -32.1% |
| 1Y | -13.0% | +50.0% | -63.0% | -31.9% |
| 3Y | -5.3% | +122.3% | -127.6% | -32.8% |
| All | -5.3% | +119.8% | -125.1% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling