+61.0%
STRL vs JBLU
-14.9%
+75.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +5.4% | -4.8% | +10.2% | +6.4% |
| 30D | -9.0% | -24.4% | +15.4% | -4.0% |
| 3M | -37.1% | -4.8% | -32.3% | -38.0% |
| 6M | +17.8% | -0.5% | +18.3% | +12.9% |
| YTD | +58.3% | -3.5% | +61.8% | +47.8% |
| 1Y | +61.0% | -13.6% | +74.6% | +52.8% |
| All | +61.0% | -14.9% | +75.9% | +52.8% |
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