+474.8%
DIS vs JBLU
-58.4%
+533.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.8% |
| 7D | -2.6% | -3.5% | +1.0% | -1.8% |
| 30D | +3.5% | -27.2% | +30.7% | +11.0% |
| 3M | +6.8% | -4.3% | +11.2% | +6.7% |
| 6M | +3.0% | -8.3% | +11.3% | +2.3% |
| YTD | -6.7% | +1.8% | -8.5% | -10.5% |
| 1Y | -10.1% | -9.0% | -1.0% | -12.0% |
| 3Y | +33.0% | -21.9% | +55.0% | +19.6% |
| 5Y | -40.0% | -69.0% | +29.0% | -33.9% |
| 10Y | +21.1% | -70.8% | +91.8% | +23.6% |
| All | +474.8% | -58.4% | +533.2% | +292.0% |
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