+46.1%
DE vs JBLU
-12.5%
+58.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +1.1% |
| 7D | +5.6% | +24.9% | -19.3% | +4.5% |
| 30D | -0.8% | -12.3% | +11.5% | -0.1% |
| 3M | +9.8% | -44.5% | +54.3% | +13.5% |
| 6M | +17.5% | -25.7% | +43.2% | +19.6% |
| YTD | +46.5% | -21.8% | +68.2% | +44.8% |
| 1Y | +46.1% | -12.7% | +58.9% | +44.9% |
| All | +46.1% | -12.5% | +58.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling