+7,788.2%
SHOP vs JBLU
-79.2%
+7,867.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.4% | -5.2% | -7.0% |
| 7D | -4.1% | +1.1% | -5.2% | -4.3% |
| 30D | -11.5% | -25.5% | +14.0% | -5.2% |
| 3M | +21.1% | -5.0% | +26.1% | +21.5% |
| 6M | +3.0% | +0.7% | +2.3% | +0.9% |
| YTD | -16.7% | -0.7% | -16.0% | -19.3% |
| 1Y | -8.3% | -12.7% | +4.5% | -8.8% |
| 3Y | +112.8% | -12.7% | +125.6% | +87.0% |
| 5Y | -9.3% | -69.3% | +60.0% | 0.0% |
| 10Y | +3,003.4% | -73.0% | +3,076.5% | +3,151.0% |
| All | +7,788.2% | -79.2% | +7,867.4% | +8,574.1% |
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