+1,091.0%
SCHW vs JBLU
-60.5%
+1,151.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | -0.1% | -24.4% | +24.4% | +7.7% |
| 3M | +20.6% | -4.8% | +25.4% | +20.1% |
| 6M | +15.9% | -0.5% | +16.4% | +11.4% |
| YTD | +8.5% | -3.5% | +12.0% | +3.6% |
| 1Y | +17.8% | -13.6% | +31.4% | +15.2% |
| 3Y | +88.5% | -15.3% | +103.8% | +55.2% |
| 5Y | +60.6% | -70.1% | +130.7% | +77.0% |
| 10Y | +298.0% | -72.9% | +371.0% | +301.6% |
| All | +1,091.0% | -60.5% | +1,151.5% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling