+171.3%
SAP vs JBLU
-72.5%
+243.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | -5.1% | -4.8% | -0.3% | -4.5% |
| 30D | -1.8% | -24.4% | +22.7% | +2.0% |
| 3M | +20.9% | -4.8% | +25.7% | +21.0% |
| 6M | +7.0% | -0.5% | +7.4% | +5.3% |
| YTD | -13.7% | -3.5% | -10.2% | -15.3% |
| 1Y | -19.6% | -13.6% | -6.0% | -20.0% |
| 3Y | +52.4% | -15.3% | +67.7% | +38.4% |
| 5Y | +54.4% | -70.1% | +124.5% | +64.8% |
| All | +171.3% | -72.5% | +243.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling