+60.2%
SO vs JBLU
-71.5%
+131.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | 0.0% | -5.6% | +5.6% | +0.1% |
| 30D | -2.5% | -22.3% | +19.9% | -2.0% |
| 3M | -4.2% | -11.0% | +6.8% | -4.1% |
| 6M | -7.7% | -3.1% | -4.6% | -7.8% |
| YTD | +3.8% | -3.7% | +7.5% | +3.3% |
| 1Y | +0.1% | -14.8% | +14.8% | -0.2% |
| 3Y | +44.2% | -15.4% | +59.7% | +41.4% |
| All | +60.2% | -71.5% | +131.7% | +59.1% |
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