-14.7%
SHOP vs JBLU
-71.4%
+56.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -13.2% | -4.8% | -8.4% | -11.7% |
| 30D | -17.0% | -24.4% | +7.4% | -8.9% |
| 3M | +17.0% | -4.8% | +21.8% | +17.4% |
| 6M | -2.1% | -0.5% | -1.7% | -5.1% |
| YTD | -21.4% | -3.5% | -17.8% | -24.7% |
| 1Y | -11.0% | -13.6% | +2.6% | -12.2% |
| 3Y | +100.9% | -15.3% | +116.2% | +46.2% |
| 5Y | -14.7% | -70.1% | +55.4% | +19.5% |
| All | -14.7% | -71.4% | +56.7% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling