-99.6%
DFNS vs JBLU
-12.5%
-87.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +11.9% | -30.3% | -24.5% |
| 7D | -27.7% | +24.9% | -52.6% | -38.3% |
| 30D | -58.0% | -12.3% | -45.6% | -54.8% |
| 3M | -94.0% | -44.5% | -49.5% | -90.9% |
| 6M | -94.6% | -25.7% | -68.9% | -92.5% |
| YTD | -99.4% | -21.8% | -77.7% | -99.3% |
| 1Y | -99.6% | -12.7% | -86.9% | -99.6% |
| All | -99.6% | -12.5% | -87.1% | -99.6% |
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