-100.0%
SQQQ vs JBLU
-10.9%
-89.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -5.0% | +6.8% | -0.6% |
| 30D | +4.2% | -23.9% | +28.0% | -8.3% |
| 3M | -3.3% | -11.6% | +8.4% | -6.4% |
| 6M | -43.6% | -0.2% | -43.4% | -39.1% |
| YTD | -41.9% | -3.3% | -38.6% | -37.0% |
| 1Y | -50.6% | -15.4% | -35.2% | -49.3% |
| 3Y | -89.3% | -14.7% | -74.6% | -85.1% |
| 5Y | -94.8% | -70.0% | -24.8% | -94.6% |
| 10Y | -100.0% | -72.9% | -27.1% | -100.0% |
| All | -100.0% | -10.9% | -89.1% | -100.0% |
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