+392.2%
DAL vs JBLU
-63.9%
+456.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | -1.1% |
| 7D | +8.8% | +28.8% | -20.0% | -7.5% |
| 30D | +5.4% | -7.6% | +13.0% | +6.3% |
| 3M | -4.9% | -40.7% | +35.8% | +26.1% |
| 6M | +19.8% | -27.2% | +47.0% | +36.3% |
| YTD | +27.0% | -19.3% | +46.3% | +27.9% |
| 1Y | +52.5% | -13.6% | +66.1% | +46.6% |
| 3Y | +173.8% | -14.7% | +188.5% | +74.2% |
| 5Y | +104.5% | -77.2% | +181.8% | +217.4% |
| 10Y | +129.7% | -78.4% | +208.2% | +232.3% |
| All | +392.2% | -63.9% | +456.1% | +218.8% |
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 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