+30.5%
SNOW vs JBLU
-65.5%
+96.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +8.4% | -5.6% | +14.0% | +9.6% |
| 30D | -1.0% | -22.3% | +21.4% | +4.1% |
| 3M | +38.3% | -11.0% | +49.3% | +39.9% |
| 6M | +81.3% | -3.1% | +84.4% | +77.0% |
| YTD | +51.1% | -3.7% | +54.8% | +45.3% |
| 1Y | +47.0% | -14.8% | +61.7% | +44.4% |
| 3Y | +99.7% | -15.4% | +115.2% | +65.0% |
| 5Y | +3.6% | -71.4% | +75.0% | +17.1% |
| All | +30.5% | -65.5% | +96.0% | +57.3% |
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