+545.3%
DIS vs JBLU
-65.7%
+611.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | 0.0% |
| 7D | +0.9% | +9.2% | -8.3% | -1.2% |
| 30D | +8.9% | +13.7% | -4.8% | +4.4% |
| 3M | +14.5% | -34.1% | +48.6% | +23.9% |
| 6M | +12.2% | -19.5% | +31.7% | +14.5% |
| YTD | +4.7% | -16.3% | +21.0% | +3.4% |
| 1Y | +2.8% | -13.4% | +16.2% | +0.6% |
| 3Y | +38.1% | -1.6% | +39.7% | +15.8% |
| 5Y | -23.6% | -74.9% | +51.3% | -13.0% |
| 10Y | +31.4% | -80.2% | +111.6% | +44.4% |
| All | +545.3% | -65.7% | +611.1% | +353.1% |
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 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