+6,906.6%
STRL vs JBLU
-72.5%
+6,979.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +5.4% | -4.8% | +10.2% | +6.7% |
| 30D | -9.0% | -24.4% | +15.4% | -2.5% |
| 3M | -37.1% | -4.8% | -32.3% | -37.4% |
| 6M | +17.8% | -0.5% | +18.3% | +14.5% |
| YTD | +58.3% | -3.5% | +61.8% | +53.0% |
| 1Y | +61.0% | -13.6% | +74.6% | +59.3% |
| 3Y | +517.8% | -15.3% | +533.1% | +421.9% |
| 5Y | +2,119.0% | -70.1% | +2,189.1% | +2,439.1% |
| All | +6,906.6% | -72.5% | +6,979.1% | +7,628.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling