+553.4%
SE vs JBLU
-78.4%
+631.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -5.2% | -5.0% | -0.3% | -4.1% |
| 30D | -17.1% | -23.9% | +6.8% | -11.6% |
| 3M | +24.0% | -11.6% | +35.6% | +26.8% |
| 6M | +21.0% | -0.2% | +21.2% | +18.4% |
| YTD | -16.7% | -3.3% | -13.4% | -19.0% |
| 1Y | -45.9% | -15.4% | -30.5% | -46.1% |
| 3Y | +177.8% | -14.7% | +192.6% | +136.5% |
| 5Y | -67.4% | -70.0% | +2.7% | -62.8% |
| All | +553.4% | -78.4% | +631.8% | +648.3% |
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