+162.3%
SOXL vs JBLU
-70.3%
+232.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | -5.0% | +8.8% | +7.4% |
| 30D | -14.3% | -23.9% | +9.6% | +2.8% |
| 3M | -45.6% | -11.6% | -34.0% | -42.7% |
| 6M | +117.2% | -0.2% | +117.4% | +107.9% |
| YTD | +189.8% | -3.3% | +193.1% | +173.8% |
| 1Y | +317.7% | -15.4% | +333.1% | +329.9% |
| 3Y | +478.6% | -14.7% | +493.4% | +260.2% |
| All | +162.3% | -70.3% | +232.5% | +543.4% |
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