+73.6%
SLB vs JBLU
-75.3%
+148.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.4% |
| 7D | +2.6% | +9.2% | -6.6% | +1.6% |
| 30D | +4.4% | +13.7% | -9.3% | +2.5% |
| 3M | -2.7% | -34.1% | +31.4% | +0.9% |
| 6M | -7.5% | -19.5% | +11.9% | -7.1% |
| YTD | +34.8% | -16.3% | +51.1% | +33.3% |
| 1Y | +44.6% | -13.4% | +58.0% | +42.2% |
| 3Y | +3.2% | -1.6% | +4.7% | -5.6% |
| 5Y | +73.6% | -74.9% | +148.4% | +81.4% |
| All | +73.6% | -75.3% | +148.8% | +81.4% |
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