+23.5%
DIS vs JBLU
-72.4%
+95.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.2% | -5.0% | +6.1% | +2.4% |
| 30D | +3.2% | -23.9% | +27.1% | +10.0% |
| 3M | +7.0% | -11.6% | +18.6% | +9.0% |
| 6M | +6.4% | -0.2% | +6.6% | +3.4% |
| YTD | -5.6% | -3.3% | -2.3% | -8.7% |
| 1Y | -7.7% | -15.4% | +7.7% | -8.3% |
| 3Y | +33.2% | -14.7% | +47.9% | +13.0% |
| 5Y | -40.3% | -70.0% | +29.7% | -32.1% |
| All | +23.5% | -72.4% | +95.9% | +30.7% |
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