+589.4%
SE vs JBLU
-77.3%
+666.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.1% | -3.5% | -2.5% | -5.3% |
| 30D | -2.5% | -27.2% | +24.7% | +5.0% |
| 3M | +21.7% | -4.3% | +26.1% | +22.1% |
| 6M | +27.0% | -8.3% | +35.3% | +26.4% |
| YTD | -12.1% | +1.8% | -13.9% | -15.6% |
| 1Y | -40.9% | -9.0% | -31.9% | -42.1% |
| 3Y | +191.0% | -21.9% | +212.9% | +155.7% |
| 5Y | -68.3% | -69.0% | +0.7% | -64.2% |
| All | +589.4% | -77.3% | +666.7% | +680.1% |
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 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