+9,929.9%
STX vs JBLU
-67.2%
+9,997.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | +14.6% | +2.5% | +12.1% | +14.1% |
| 30D | -26.0% | +24.9% | -50.9% | -30.1% |
| 3M | -42.6% | -35.2% | -7.4% | -37.9% |
| 6M | -35.3% | -20.0% | -15.3% | -34.2% |
| YTD | +92.5% | -17.4% | +109.8% | +91.4% |
| 1Y | +102.4% | -13.0% | +115.4% | +98.7% |
| 3Y | +673.8% | -5.3% | +679.1% | +566.3% |
| 5Y | +463.1% | -75.2% | +538.3% | +536.0% |
| 10Y | +2,014.6% | -80.5% | +2,095.0% | +2,188.1% |
| All | +9,929.9% | -67.2% | +9,997.1% | +7,043.9% |
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