+67.3%
DVN vs JBLU
-72.4%
+139.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -5.0% | +9.5% | +5.8% |
| 30D | +12.0% | -23.9% | +35.8% | +19.1% |
| 3M | +13.4% | -11.6% | +25.0% | +14.1% |
| 6M | +12.1% | -0.2% | +12.3% | +4.8% |
| YTD | +38.8% | -3.3% | +42.1% | +28.6% |
| 1Y | +46.0% | -15.4% | +61.4% | +39.6% |
| 3Y | +9.5% | -14.7% | +24.2% | -15.5% |
| 5Y | +125.3% | -70.0% | +195.3% | +148.3% |
| All | +67.3% | -72.4% | +139.7% | +72.6% |
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