+2,675.3%
DHR vs JBLU
-60.5%
+2,735.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -5.0% | -4.8% | -0.2% | -4.3% |
| 30D | -3.3% | -24.4% | +21.1% | +0.7% |
| 3M | +9.4% | -4.8% | +14.2% | +9.4% |
| 6M | +3.2% | -0.5% | +3.6% | +1.5% |
| YTD | -12.0% | -3.5% | -8.5% | -13.7% |
| 1Y | +4.9% | -13.6% | +18.5% | +4.2% |
| 3Y | -7.4% | -15.3% | +7.9% | -14.9% |
| 5Y | -29.8% | -70.1% | +40.3% | -25.8% |
| 10Y | +209.1% | -72.9% | +282.0% | +200.2% |
| All | +2,675.3% | -60.5% | +2,735.8% | +1,768.5% |
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