+31.9%
DIS vs JBLU
-80.5%
+112.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.9% | +2.5% | -0.6% | +1.2% |
| 30D | +9.2% | +24.9% | -15.8% | +2.4% |
| 3M | +13.5% | -35.2% | +48.7% | +23.9% |
| 6M | +14.3% | -20.0% | +34.3% | +16.9% |
| YTD | +5.4% | -17.4% | +22.7% | +4.2% |
| 1Y | +12.2% | -13.0% | +25.1% | +9.2% |
| 3Y | +37.2% | -5.3% | +42.5% | +10.3% |
| 5Y | -23.1% | -75.2% | +52.1% | -9.4% |
| All | +31.9% | -80.5% | +112.3% | +47.4% |
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