-78.7%
JBLU vs DECK
+938.4%
-1,017.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.3% | +3.1% | +5.5% |
| 7D | +24.3% | +6.4% | +17.9% | +21.3% |
| 30D | +2.6% | +9.1% | -6.5% | -0.7% |
| 3M | -35.1% | -7.2% | -27.9% | -32.9% |
| 6M | -22.9% | -9.9% | -12.9% | -18.9% |
| YTD | -13.4% | -12.8% | -0.6% | -9.0% |
| 1Y | -10.9% | +10.6% | -21.5% | -15.4% |
| 3Y | -1.0% | -13.8% | +12.8% | -3.9% |
| 5Y | -75.2% | +27.6% | -102.8% | -80.9% |
| 10Y | -78.7% | +887.0% | -965.7% | -91.7% |
| All | -78.7% | +938.4% | -1,017.1% | -91.7% |
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