+4,577.1%
DE vs JBLU
-60.4%
+4,637.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.6% | -5.0% | +2.4% | -1.6% |
| 30D | +9.0% | -23.9% | +32.9% | +15.0% |
| 3M | +19.1% | -11.6% | +30.8% | +21.0% |
| 6M | +14.4% | -0.2% | +14.6% | +11.4% |
| YTD | +45.9% | -3.3% | +49.2% | +41.6% |
| 1Y | +43.6% | -15.4% | +59.0% | +42.3% |
| 3Y | +75.9% | -14.7% | +90.6% | +55.0% |
| 5Y | +98.8% | -70.0% | +168.8% | +113.8% |
| 10Y | +861.4% | -72.9% | +934.3% | +864.2% |
| All | +4,577.1% | -60.4% | +4,637.5% | +3,001.0% |
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