-73.8%
JBLU vs DECK
+742.3%
-816.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -5.0% | -5.3% | +0.3% | -2.8% |
| 30D | -23.9% | -10.9% | -13.0% | -20.2% |
| 3M | -11.6% | -28.9% | +17.3% | +1.8% |
| 6M | -0.2% | -20.9% | +20.7% | +10.5% |
| YTD | -3.3% | -21.6% | +18.3% | +5.9% |
| 1Y | -15.4% | -31.1% | +15.7% | -3.3% |
| 3Y | -14.7% | -9.2% | -5.5% | -20.3% |
| 5Y | -70.0% | +17.2% | -87.3% | -76.1% |
| All | -73.8% | +742.3% | -816.1% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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