+126.0%
DUK vs JBLU
-72.4%
+198.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -5.0% | +4.3% | -0.4% |
| 30D | -2.4% | -23.9% | +21.4% | -1.0% |
| 3M | -3.0% | -11.6% | +8.7% | -2.6% |
| 6M | -6.6% | -0.2% | -6.3% | -7.2% |
| YTD | +4.6% | -3.3% | +7.8% | +3.6% |
| 1Y | +1.2% | -15.4% | +16.6% | +0.9% |
| 3Y | +45.7% | -14.7% | +60.4% | +38.4% |
| 5Y | +40.3% | -70.0% | +110.3% | +45.1% |
| All | +126.0% | -72.4% | +198.4% | +110.5% |
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