-14.9%
JBLU vs STZ
-49.0%
+34.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.6% |
| 7D | -4.8% | -4.1% | -0.7% | -3.0% |
| 30D | -24.4% | -7.6% | -16.8% | -21.7% |
| 3M | -4.8% | -12.3% | +7.5% | +1.0% |
| 6M | -0.5% | -16.3% | +15.9% | +6.7% |
| YTD | -3.5% | -8.4% | +4.8% | -2.8% |
| 1Y | -13.6% | -10.8% | -2.8% | -11.7% |
| All | -14.9% | -49.0% | +34.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling