-65.3%
JBLU vs STLD
+8,327.9%
-8,393.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -3.5% | +3.1% | -6.7% | -4.6% |
| 30D | -27.2% | -9.0% | -18.2% | -24.9% |
| 3M | -4.3% | -12.4% | +8.0% | -0.6% |
| 6M | -8.3% | +25.5% | -33.8% | -16.2% |
| YTD | +1.8% | +43.6% | -41.9% | -11.5% |
| 1Y | -9.0% | +87.2% | -96.2% | -28.2% |
| 3Y | -21.9% | +135.2% | -157.2% | -43.7% |
| 5Y | -69.0% | +290.9% | -359.9% | -81.8% |
| 10Y | -70.8% | +1,113.5% | -1,184.2% | -88.8% |
| All | -65.3% | +8,327.9% | -8,393.2% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling