+782.2%
DIA vs JBLU
-59.3%
+841.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.7% |
| 7D | +0.1% | +1.1% | -1.1% | -0.1% |
| 30D | -2.1% | -25.5% | +23.5% | +2.6% |
| 3M | +4.2% | -5.0% | +9.2% | +4.2% |
| 6M | +11.9% | +0.7% | +11.2% | +9.7% |
| YTD | +10.8% | -0.7% | +11.5% | +8.1% |
| 1Y | +17.5% | -12.7% | +30.3% | +16.5% |
| 3Y | +59.9% | -12.7% | +72.7% | +44.4% |
| 5Y | +64.1% | -69.3% | +133.4% | +73.6% |
| 10Y | +246.2% | -73.0% | +319.2% | +245.7% |
| All | +782.2% | -59.3% | +841.6% | +515.6% |
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