+203.8%
DHR vs JBLU
-72.4%
+276.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -5.0% | +1.3% | -3.1% |
| 30D | -2.7% | -23.9% | +21.1% | -0.2% |
| 3M | +10.9% | -11.6% | +22.6% | +11.8% |
| 6M | +3.0% | -0.2% | +3.3% | +2.1% |
| YTD | -12.2% | -3.3% | -8.9% | -13.2% |
| 1Y | +3.3% | -15.4% | +18.7% | +3.2% |
| 3Y | -8.2% | -14.7% | +6.5% | -12.9% |
| 5Y | -29.9% | -70.0% | +40.1% | -28.6% |
| All | +203.8% | -72.4% | +276.2% | +205.8% |
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