-67.1%
JBLU vs DAR
+8,338.8%
-8,405.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -22.3% | +7.4% | -29.8% | -24.3% |
| 3M | -11.0% | +15.7% | -26.7% | -15.8% |
| 6M | -3.1% | +30.0% | -33.1% | -12.2% |
| YTD | -3.7% | +87.5% | -91.3% | -22.2% |
| 1Y | -14.8% | +113.4% | -128.2% | -34.2% |
| 3Y | -15.4% | +15.3% | -30.7% | -23.4% |
| 5Y | -71.4% | -4.3% | -67.0% | -73.0% |
| 10Y | -73.0% | +380.2% | -453.2% | -83.6% |
| All | -67.1% | +8,338.8% | -8,405.9% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling