+351.3%
DAL vs JBLU
-54.5%
+405.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +0.1% | -3.5% | +3.7% | +2.4% |
| 30D | -13.9% | -27.2% | +13.3% | +4.7% |
| 3M | +1.1% | -4.3% | +5.4% | +1.4% |
| 6M | +26.2% | -8.3% | +34.6% | +25.4% |
| YTD | +16.4% | +1.8% | +14.7% | +5.7% |
| 1Y | +33.9% | -9.0% | +42.9% | +28.9% |
| 3Y | +93.4% | -21.9% | +115.3% | +37.5% |
| 5Y | +106.4% | -69.0% | +175.4% | +172.5% |
| 10Y | +143.0% | -70.8% | +213.8% | +199.4% |
| All | +351.3% | -54.5% | +405.8% | +163.5% |
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