+62.5%
DRAM vs JBLU
-17.8%
+80.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.9% | -17.3% | -8.1% |
| 7D | -16.6% | +24.9% | -41.6% | -21.7% |
| 30D | -26.9% | -12.3% | -14.5% | -23.9% |
| 3M | -17.8% | -44.5% | +26.6% | -3.9% |
| 6M | +6.2% | -25.7% | +31.9% | +13.3% |
| All | +62.5% | -17.8% | +80.3% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling