-5.9%
SLB vs JBLU
-72.5%
+66.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -2.4% | -4.8% | +2.3% | -1.3% |
| 30D | +4.9% | -24.4% | +29.3% | +11.8% |
| 3M | +1.4% | -4.8% | +6.2% | +0.6% |
| 6M | +17.6% | -0.5% | +18.1% | +13.0% |
| YTD | +48.3% | -3.5% | +51.8% | +41.8% |
| 1Y | +58.7% | -13.6% | +72.3% | +54.9% |
| 3Y | +0.6% | -15.3% | +15.8% | -17.2% |
| 5Y | +133.6% | -70.1% | +203.7% | +160.0% |
| All | -5.9% | -72.5% | +66.6% | -4.7% |
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