+16,143.9%
STRL vs JBLU
-66.2%
+16,210.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.7% |
| 7D | +15.7% | +2.5% | +13.2% | +15.1% |
| 30D | -35.5% | +24.9% | -60.4% | -40.1% |
| 3M | -47.1% | -35.2% | -12.0% | -42.1% |
| 6M | -65.8% | -20.0% | -45.8% | -65.1% |
| YTD | -4.5% | -17.4% | +12.8% | -5.4% |
| 1Y | -10.5% | -13.0% | +2.5% | -12.6% |
| 3Y | +340.6% | -5.3% | +345.9% | +265.0% |
| 5Y | +911.0% | -75.2% | +986.2% | +1,062.0% |
| 10Y | +3,727.1% | -80.5% | +3,807.6% | +4,187.8% |
| All | +16,143.9% | -66.2% | +16,210.1% | +11,477.9% |
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