-71.8%
JBLU vs STLD
+7,907.3%
-7,979.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.2% |
| 7D | +2.5% | +2.9% | -0.5% | +1.4% |
| 30D | +24.9% | -5.6% | +30.5% | +27.7% |
| 3M | -35.2% | -11.7% | -23.4% | -32.4% |
| 6M | -20.0% | -2.8% | -17.2% | -20.0% |
| YTD | -17.4% | +36.4% | -53.8% | -26.9% |
| 1Y | -13.0% | +50.0% | -63.0% | -25.6% |
| 3Y | -5.3% | +122.3% | -127.6% | -30.3% |
| 5Y | -75.2% | +273.2% | -348.4% | -85.2% |
| 10Y | -80.5% | +763.8% | -844.3% | -91.7% |
| All | -71.8% | +7,907.3% | -7,979.1% | -95.1% |
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