-67.1%
JBLU vs STZ
+958.4%
-1,025.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -5.6% | -6.0% | +0.4% | -2.9% |
| 30D | -22.3% | -8.9% | -13.5% | -19.0% |
| 3M | -11.0% | -12.6% | +1.6% | -5.4% |
| 6M | -3.1% | -17.2% | +14.1% | +4.7% |
| YTD | -3.7% | -10.0% | +6.3% | -0.7% |
| 1Y | -14.8% | -14.3% | -0.5% | -10.2% |
| 3Y | -15.4% | -49.9% | +34.5% | +12.9% |
| 5Y | -71.4% | -38.2% | -33.1% | -65.4% |
| 10Y | -73.0% | -12.0% | -61.0% | -72.7% |
| All | -67.1% | +958.4% | -1,025.5% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling