-99.9%
DFNS vs JBLU
-58.0%
-41.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -6.3% | -5.0% | -1.4% | -4.8% |
| 30D | -74.0% | -23.9% | -50.1% | -71.7% |
| 3M | -70.1% | -11.6% | -58.5% | -68.0% |
| 6M | -93.9% | -0.2% | -93.7% | -93.7% |
| YTD | -98.1% | -3.3% | -94.8% | -98.0% |
| 1Y | -98.3% | -15.4% | -82.9% | -98.2% |
| 3Y | -99.9% | -14.7% | -85.2% | -99.9% |
| 5Y | -99.9% | -70.0% | -29.8% | -99.9% |
| All | -99.9% | -58.0% | -41.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling