+8.3%
DIS vs JBLU
-12.5%
+20.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.8% | +2.8% |
| 7D | +9.1% | +24.9% | -15.8% | +6.3% |
| 30D | +14.8% | -12.3% | +27.1% | +16.4% |
| 3M | +21.2% | -44.5% | +65.6% | +29.8% |
| 6M | +18.3% | -25.7% | +44.0% | +21.4% |
| YTD | +5.4% | -21.8% | +27.1% | +8.4% |
| 1Y | +8.3% | -12.7% | +21.0% | +7.1% |
| All | +8.3% | -12.5% | +20.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling