+2,993.7%
SHOP vs JBLU
-72.4%
+3,066.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -11.2% | -5.0% | -6.3% | -10.1% |
| 30D | -14.4% | -23.9% | +9.5% | -8.7% |
| 3M | +16.6% | -11.6% | +28.2% | +19.2% |
| 6M | -0.6% | -0.2% | -0.3% | -2.3% |
| YTD | -20.0% | -3.3% | -16.7% | -21.9% |
| 1Y | -11.2% | -15.4% | +4.2% | -11.0% |
| 3Y | +99.5% | -14.7% | +114.2% | +76.6% |
| 5Y | -13.2% | -70.0% | +56.8% | -4.9% |
| All | +2,993.7% | -72.4% | +3,066.1% | +3,353.5% |
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 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