+266.7%
DVN vs JBLU
-60.5%
+327.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +2.5% | -4.8% | +7.3% | +3.4% |
| 30D | +10.2% | -24.4% | +34.6% | +15.8% |
| 3M | +8.1% | -4.8% | +12.9% | +7.0% |
| 6M | +15.9% | -0.5% | +16.3% | +10.7% |
| YTD | +38.2% | -3.5% | +41.8% | +31.3% |
| 1Y | +44.5% | -13.6% | +58.1% | +39.7% |
| 3Y | +5.1% | -15.3% | +20.4% | -8.9% |
| 5Y | +124.3% | -70.1% | +194.4% | +136.9% |
| 10Y | +65.9% | -72.9% | +138.8% | +71.7% |
| All | +266.7% | -60.5% | +327.2% | +180.0% |
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