-99.9%
DFNS vs JBLU
-56.9%
-43.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | -73.2% | -25.5% | -47.7% | -70.8% |
| 3M | -72.4% | -5.0% | -67.4% | -71.1% |
| 6M | -95.2% | +0.7% | -95.9% | -95.0% |
| YTD | -98.0% | -0.7% | -97.3% | -97.9% |
| 1Y | -98.3% | -12.7% | -85.5% | -98.2% |
| 3Y | -99.9% | -12.7% | -87.1% | -99.9% |
| 5Y | -99.9% | -69.3% | -30.6% | -99.8% |
| All | -99.9% | -56.9% | -43.0% | -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 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