+59.5%
SCHW vs JBLU
-70.3%
+129.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -5.0% | +3.1% | -1.1% |
| 30D | -1.6% | -23.9% | +22.2% | +2.4% |
| 3M | +21.3% | -11.6% | +32.9% | +22.6% |
| 6M | +16.5% | -0.2% | +16.7% | +13.9% |
| YTD | +8.4% | -3.3% | +11.7% | +5.7% |
| 1Y | +15.6% | -15.4% | +31.0% | +14.9% |
| 3Y | +86.8% | -14.7% | +101.6% | +61.9% |
| All | +59.5% | -70.3% | +129.8% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling