+110.9%
DT vs JBLU
-76.6%
+187.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.1% |
| 30D | +2.7% | -25.5% | +28.2% | +7.6% |
| 3M | +20.0% | -5.0% | +25.0% | +20.0% |
| 6M | +28.0% | +0.7% | +27.4% | +25.0% |
| YTD | +16.0% | -0.7% | +16.7% | +12.0% |
| 1Y | +0.7% | -12.7% | +13.5% | -0.8% |
| 3Y | +6.2% | -12.7% | +18.9% | -6.7% |
| 5Y | -28.1% | -69.3% | +41.1% | -22.3% |
| All | +110.9% | -76.6% | +187.5% | +154.8% |
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 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