+123.9%
SBUX vs JBLU
-72.4%
+196.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.5% | -5.0% | -0.5% | -4.6% |
| 30D | -8.5% | -23.9% | +15.4% | -3.8% |
| 3M | -2.9% | -11.6% | +8.7% | -1.5% |
| 6M | -1.5% | -0.2% | -1.3% | -3.8% |
| YTD | +19.4% | -3.3% | +22.7% | +16.3% |
| 1Y | +22.9% | -15.4% | +38.3% | +22.4% |
| 3Y | +11.3% | -14.7% | +26.0% | -2.0% |
| 5Y | -6.9% | -70.0% | +63.2% | +2.6% |
| All | +123.9% | -72.4% | +196.3% | +129.4% |
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