-0.2%
DASH vs JBLU
-69.9%
+69.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.7% |
| 7D | -11.2% | +1.1% | -12.3% | -11.5% |
| 30D | -7.3% | -25.5% | +18.2% | +0.6% |
| 3M | +31.4% | -5.0% | +36.5% | +32.5% |
| 6M | +11.9% | +0.7% | +11.2% | +9.2% |
| YTD | -11.5% | -0.7% | -10.8% | -14.8% |
| 1Y | -20.0% | -12.7% | -7.3% | -20.6% |
| 3Y | +143.9% | -12.7% | +156.7% | +81.4% |
| 5Y | -0.2% | -69.3% | +69.0% | +34.4% |
| All | -0.2% | -69.9% | +69.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling