-15.1%
JBLU vs STLD
+140.5%
-155.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -5.6% | -2.8% | -2.8% | -4.4% |
| 30D | -22.3% | -10.4% | -11.9% | -18.5% |
| 3M | -11.0% | -10.6% | -0.4% | -7.2% |
| 6M | -3.1% | +32.7% | -35.8% | -18.2% |
| YTD | -3.7% | +42.8% | -46.5% | -22.0% |
| 1Y | -14.8% | +86.9% | -101.7% | -40.2% |
| All | -15.1% | +140.5% | -155.7% | -45.2% |
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