+3,609.2%
DLR vs JBLU
-71.0%
+3,680.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | +2.9% | -5.6% | +8.5% | +4.0% |
| 30D | -1.2% | -22.3% | +21.2% | +3.3% |
| 3M | +2.9% | -11.0% | +13.9% | +4.2% |
| 6M | +6.7% | -3.1% | +9.8% | +5.2% |
| YTD | +23.9% | -3.7% | +27.6% | +21.1% |
| 1Y | +18.6% | -14.8% | +33.4% | +18.0% |
| 3Y | +59.7% | -15.4% | +75.1% | +43.0% |
| 5Y | +42.1% | -71.4% | +113.4% | +53.1% |
| 10Y | +176.7% | -73.0% | +249.7% | +163.0% |
| All | +3,609.2% | -71.0% | +3,680.2% | +2,065.9% |
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