+56.2%
SAP vs JBLU
-16.1%
+72.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -0.3% | -5.6% | +5.3% | +0.2% |
| 30D | +0.3% | -22.3% | +22.6% | +2.1% |
| 3M | +16.9% | -11.0% | +27.9% | +17.6% |
| 6M | +6.3% | -3.1% | +9.4% | +5.8% |
| YTD | -12.4% | -3.7% | -8.7% | -13.0% |
| 1Y | -21.6% | -14.8% | -6.8% | -21.6% |
| All | +56.2% | -16.1% | +72.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling