+256.7%
SLB vs JBLU
-58.4%
+315.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +0.8% | -3.5% | +4.4% | +1.5% |
| 30D | +15.8% | -27.2% | +43.0% | +23.0% |
| 3M | -0.3% | -4.3% | +4.0% | -1.0% |
| 6M | +21.3% | -8.3% | +29.7% | +19.7% |
| YTD | +52.3% | +1.8% | +50.5% | +45.7% |
| 1Y | +63.6% | -9.0% | +72.6% | +59.3% |
| 3Y | +3.8% | -21.9% | +25.7% | -6.7% |
| 5Y | +128.6% | -69.0% | +197.7% | +142.6% |
| 10Y | -3.1% | -70.8% | +67.7% | -1.0% |
| All | +256.7% | -58.4% | +315.0% | +158.5% |
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 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