+114.1%
DT vs JBLU
-77.2%
+191.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | -5.0% | +3.4% | -0.8% |
| 30D | +3.0% | -23.9% | +26.9% | +7.7% |
| 3M | +26.5% | -11.6% | +38.2% | +28.2% |
| 6M | +35.9% | -0.2% | +36.2% | +32.8% |
| YTD | +17.8% | -3.3% | +21.1% | +14.3% |
| 1Y | +4.1% | -15.4% | +19.4% | +2.9% |
| 3Y | +5.3% | -14.7% | +20.0% | -7.1% |
| 5Y | -27.2% | -70.0% | +42.9% | -20.9% |
| All | +114.1% | -77.2% | +191.4% | +159.8% |
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