-99.9%
DFNS vs JBLU
-15.9%
-84.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -3.3% | -4.8% | +1.4% | -1.1% |
| 30D | -73.1% | -24.4% | -48.7% | -69.4% |
| 3M | -71.4% | -4.8% | -66.6% | -69.1% |
| 6M | -93.8% | -0.5% | -93.4% | -93.5% |
| YTD | -98.0% | -3.5% | -94.5% | -98.0% |
| 1Y | -98.2% | -13.6% | -84.6% | -98.0% |
| All | -99.9% | -15.9% | -84.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling