-66.1%
JBLU vs STT
+480.1%
-546.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.1% |
| 30D | -25.5% | +3.9% | -29.4% | -26.9% |
| 3M | -5.0% | +19.2% | -24.2% | -13.2% |
| 6M | +0.7% | +60.4% | -59.7% | -20.6% |
| YTD | -0.7% | +51.5% | -52.1% | -19.6% |
| 1Y | -12.7% | +76.3% | -89.0% | -34.4% |
| 3Y | -12.7% | +200.7% | -213.5% | -48.5% |
| 5Y | -69.3% | +157.5% | -226.7% | -80.7% |
| 10Y | -73.0% | +262.0% | -335.0% | -85.9% |
| All | -66.1% | +480.1% | -546.2% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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