-85.6%
SMR vs JBLU
-12.5%
-73.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.9% | -16.4% | -9.6% |
| 7D | -9.5% | +24.9% | -34.4% | -19.1% |
| 30D | -33.2% | -12.3% | -20.9% | -29.8% |
| 3M | -45.9% | -44.5% | -1.5% | -30.0% |
| 6M | -57.9% | -25.7% | -32.2% | -52.9% |
| YTD | -63.8% | -21.8% | -42.0% | -65.1% |
| 1Y | -85.6% | -12.7% | -72.9% | -88.7% |
| All | -85.6% | -12.5% | -73.1% | -88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling