+176.5%
DLR vs JBLU
-72.4%
+248.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.1% | -5.0% | +5.1% | +0.6% |
| 30D | -4.3% | -23.9% | +19.6% | -1.7% |
| 3M | +3.8% | -11.6% | +15.5% | +4.7% |
| 6M | +5.8% | -0.2% | +6.1% | +4.9% |
| YTD | +23.5% | -3.3% | +26.8% | +22.1% |
| 1Y | +11.1% | -15.4% | +26.5% | +11.0% |
| 3Y | +57.9% | -14.7% | +72.6% | +49.6% |
| 5Y | +44.0% | -70.0% | +114.0% | +47.3% |
| All | +176.5% | -72.4% | +248.9% | +170.8% |
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