-69.1%
JBLU vs DECK
+25.5%
-94.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.2% |
| 7D | -3.5% | -2.2% | -1.3% | -2.6% |
| 30D | -27.2% | -13.6% | -13.6% | -22.6% |
| 3M | -4.3% | -21.2% | +16.9% | +5.8% |
| 6M | -8.3% | -21.1% | +12.8% | +1.6% |
| YTD | +1.8% | -17.2% | +19.0% | +9.1% |
| 1Y | -9.0% | -30.7% | +21.7% | +4.0% |
| 3Y | -21.9% | -3.4% | -18.6% | -31.0% |
| All | -69.1% | +25.5% | -94.7% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling