+123.8%
STX vs JBLU
-12.5%
+136.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +11.9% | -20.1% | -10.0% |
| 7D | -20.2% | +24.9% | -45.1% | -23.6% |
| 30D | -37.2% | -12.3% | -24.9% | -35.9% |
| 3M | -34.1% | -44.5% | +10.4% | -27.2% |
| 6M | -24.5% | -25.7% | +1.2% | -23.7% |
| YTD | +102.9% | -21.8% | +124.7% | +85.2% |
| 1Y | +123.8% | -12.7% | +136.5% | +85.6% |
| All | +123.8% | -12.5% | +136.3% | +85.6% |
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