+420.5%
DAL vs JBLU
-60.7%
+481.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.5% |
| 7D | +10.7% | +25.8% | -15.1% | -4.2% |
| 30D | +12.5% | +4.2% | +8.4% | +5.3% |
| 3M | +3.6% | -29.1% | +32.7% | +23.0% |
| 6M | +26.7% | -21.7% | +48.5% | +37.7% |
| YTD | +34.3% | -12.1% | +46.4% | +28.2% |
| 1Y | +59.1% | -9.3% | +68.4% | +48.5% |
| 3Y | +179.9% | +3.4% | +176.5% | +56.5% |
| 5Y | +119.1% | -74.2% | +193.4% | +213.3% |
| 10Y | +125.6% | -79.2% | +204.8% | +239.3% |
| All | +420.5% | -60.7% | +481.1% | +219.4% |
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 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