+210.0%
SHEL vs JBLU
-72.4%
+282.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.1% | -5.0% | +9.1% | +4.9% |
| 30D | +8.4% | -23.9% | +32.3% | +12.8% |
| 3M | +13.7% | -11.6% | +25.4% | +14.5% |
| 6M | +12.7% | -0.2% | +12.9% | +9.1% |
| YTD | +35.3% | -3.3% | +38.6% | +30.1% |
| 1Y | +39.4% | -15.4% | +54.7% | +36.6% |
| 3Y | +71.5% | -14.7% | +86.2% | +46.3% |
| 5Y | +195.0% | -70.0% | +265.0% | +218.9% |
| All | +210.0% | -72.4% | +282.4% | +192.2% |
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