-14.9%
JBLU vs D
+60.0%
-74.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.8% | -1.6% | -3.2% | -4.2% |
| 30D | -24.4% | -3.5% | -20.9% | -23.4% |
| 3M | -4.8% | -1.6% | -3.2% | -4.4% |
| 6M | -0.5% | +5.8% | -6.2% | -3.2% |
| YTD | -3.5% | +14.5% | -18.0% | -9.5% |
| 1Y | -13.6% | +14.2% | -27.7% | -19.0% |
| All | -14.9% | +60.0% | -74.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling