+32.8%
DIS vs JBLU
-15.8%
+48.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +0.1% | -25.5% | +25.7% | +4.2% |
| 3M | +7.1% | -5.0% | +12.1% | +7.2% |
| 6M | +4.3% | +0.7% | +3.6% | +2.7% |
| YTD | -6.9% | -0.7% | -6.3% | -8.7% |
| 1Y | -10.3% | -12.7% | +2.4% | -10.7% |
| 3Y | +32.8% | -12.7% | +45.6% | +24.7% |
| All | +32.8% | -15.8% | +48.7% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling