-25.9%
STRL vs JBLU
-12.5%
-13.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +11.9% | -33.4% | -23.4% |
| 7D | -27.1% | +24.9% | -52.0% | -30.7% |
| 30D | -45.8% | -12.3% | -33.5% | -44.4% |
| 3M | -47.6% | -44.5% | -3.2% | -41.2% |
| 6M | -46.4% | -25.7% | -20.7% | -44.6% |
| YTD | -7.4% | -21.8% | +14.4% | -13.4% |
| 1Y | -25.9% | -12.7% | -13.1% | -37.1% |
| All | -25.9% | -12.5% | -13.3% | -37.1% |
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 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