+4,521.4%
DELL vs JBLU
-73.9%
+4,595.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.6% | -5.4% |
| 7D | -1.9% | -4.8% | +2.9% | -1.0% |
| 30D | +14.9% | -24.4% | +39.3% | +21.1% |
| 3M | +37.2% | -4.8% | +42.0% | +36.8% |
| 6M | +254.0% | -0.5% | +254.4% | +246.0% |
| YTD | +306.1% | -3.5% | +309.7% | +295.3% |
| 1Y | +312.3% | -13.6% | +325.9% | +307.7% |
| 3Y | +654.0% | -15.3% | +669.3% | +563.9% |
| 5Y | +1,055.3% | -70.1% | +1,125.4% | +1,177.0% |
| 10Y | +3,948.9% | -72.9% | +4,021.9% | +3,972.1% |
| All | +4,521.4% | -73.9% | +4,595.3% | +4,606.1% |
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