+247.6%
DIA vs JBLU
-72.4%
+320.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -1.6% | -5.0% | +3.4% | -0.8% |
| 30D | -2.0% | -23.9% | +21.8% | +2.0% |
| 3M | +3.6% | -11.6% | +15.3% | +4.9% |
| 6M | +11.5% | -0.2% | +11.7% | +9.6% |
| YTD | +10.4% | -3.3% | +13.6% | +8.2% |
| 1Y | +15.6% | -15.4% | +31.0% | +15.2% |
| 3Y | +58.9% | -14.7% | +73.6% | +43.2% |
| 5Y | +65.3% | -70.0% | +135.4% | +78.2% |
| All | +247.6% | -72.4% | +320.0% | +250.0% |
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