-71.4%
JBLU vs STLD
+294.9%
-366.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 3M | -11.0% | -10.6% | -0.4% | -7.4% |
| 6M | -3.1% | +32.7% | -35.8% | -16.4% |
| YTD | -3.7% | +42.8% | -46.5% | -19.9% |
| 1Y | -14.8% | +86.9% | -101.7% | -37.5% |
| 3Y | -15.4% | +143.8% | -159.3% | -45.3% |
| 5Y | -71.4% | +293.5% | -364.9% | -85.2% |
| All | -71.4% | +294.9% | -366.2% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling