-12.7%
JBLU vs DAR
+63.3%
-76.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.5% | +14.4% | +11.0% |
| 7D | +24.9% | -5.7% | +30.6% | +22.6% |
| 30D | -12.3% | -16.6% | +4.3% | -16.7% |
| 3M | -44.5% | -13.1% | -31.4% | -46.2% |
| 6M | -25.7% | -18.8% | -6.9% | -28.4% |
| YTD | -21.8% | +45.3% | -67.0% | -27.7% |
| 1Y | -12.7% | +60.6% | -73.4% | -21.6% |
| All | -12.7% | +63.3% | -76.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling