-9.0%
JBLU vs STZ
-10.2%
+1.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -3.5% | -1.9% | -1.6% | -3.0% |
| 30D | -27.2% | -1.9% | -25.3% | -26.6% |
| 3M | -4.3% | -6.2% | +1.9% | -2.3% |
| 6M | -8.3% | -14.0% | +5.7% | -5.6% |
| YTD | +1.8% | -5.1% | +6.9% | -1.2% |
| 1Y | -9.0% | -9.6% | +0.5% | -12.0% |
| All | -9.0% | -10.2% | +1.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling