-73.8%
JBLU vs DAR
+366.1%
-439.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | -5.0% | -0.1% | -4.8% | -5.0% |
| 30D | -23.9% | +2.6% | -26.5% | -25.3% |
| 3M | -11.6% | +14.2% | -25.9% | -18.6% |
| 6M | -0.2% | +17.2% | -17.4% | -10.5% |
| YTD | -3.3% | +80.9% | -84.2% | -30.4% |
| 1Y | -15.4% | +104.0% | -119.4% | -43.4% |
| 3Y | -14.7% | +3.6% | -18.4% | -23.5% |
| 5Y | -70.0% | -7.8% | -62.2% | -72.7% |
| All | -73.8% | +366.1% | -439.8% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling