-98.3%
DFNS vs JBLU
-14.6%
-83.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -16.0% | -3.5% | -12.5% | -13.8% |
| 30D | -77.7% | -27.2% | -50.5% | -71.9% |
| 3M | -77.2% | -4.3% | -72.8% | -73.8% |
| 6M | -95.2% | -8.3% | -86.9% | -94.4% |
| YTD | -98.0% | +1.8% | -99.7% | -97.9% |
| 1Y | -98.3% | -9.0% | -89.2% | -98.4% |
| All | -98.3% | -14.6% | -83.7% | -98.4% |
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 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