+11.7%
DASH vs JBLU
-70.5%
+82.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.1% | -4.7% |
| 7D | -10.6% | -3.5% | -7.0% | -9.7% |
| 30D | +2.2% | -27.2% | +29.4% | +11.2% |
| 3M | +32.3% | -4.3% | +36.6% | +33.0% |
| 6M | +19.1% | -8.3% | +27.4% | +19.1% |
| YTD | -6.5% | +1.8% | -8.3% | -10.5% |
| 1Y | -14.9% | -9.0% | -5.9% | -16.4% |
| 3Y | +151.9% | -21.9% | +173.9% | +107.4% |
| 5Y | +9.4% | -69.0% | +78.5% | +35.3% |
| All | +11.7% | -70.5% | +82.3% | +30.9% |
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