-80.9%
JBLU vs DECK
+753.0%
-833.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.5% |
| 7D | +2.5% | +0.1% | +2.3% | +2.5% |
| 30D | +24.9% | +4.8% | +20.1% | +22.9% |
| 3M | -35.2% | -6.9% | -28.2% | -33.0% |
| 6M | -20.0% | -7.6% | -12.4% | -16.7% |
| YTD | -17.4% | -16.3% | -1.1% | -11.6% |
| 1Y | -13.0% | +4.5% | -17.4% | -15.3% |
| 3Y | -5.3% | -17.1% | +11.8% | -6.5% |
| 5Y | -75.2% | +21.9% | -97.1% | -80.5% |
| All | -80.9% | +753.0% | -833.9% | -92.3% |
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