+55.9%
SOXL vs JBLU
-12.5%
+68.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +11.9% | -20.8% | -15.9% |
| 7D | -37.9% | +24.9% | -62.8% | -46.9% |
| 30D | -59.4% | -12.3% | -47.1% | -56.0% |
| 3M | -52.3% | -44.5% | -7.8% | -31.4% |
| 6M | -47.7% | -25.7% | -22.0% | -38.8% |
| YTD | +58.8% | -21.8% | +80.5% | +52.2% |
| 1Y | +55.9% | -12.7% | +68.6% | +26.2% |
| All | +55.9% | -12.5% | +68.4% | +26.2% |
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