-65.3%
JBLU vs DECK
+28,503.3%
-28,568.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | 0.0% |
| 7D | -3.5% | -2.2% | -1.3% | -2.9% |
| 30D | -27.2% | -13.6% | -13.6% | -23.9% |
| 3M | -4.3% | -21.2% | +16.9% | +3.0% |
| 6M | -8.3% | -21.1% | +12.8% | -1.0% |
| YTD | +1.8% | -17.2% | +19.0% | +7.1% |
| 1Y | -9.0% | -30.7% | +21.7% | +0.4% |
| 3Y | -21.9% | -3.4% | -18.6% | -25.3% |
| 5Y | -69.0% | +25.5% | -94.6% | -73.1% |
| 10Y | -70.8% | +714.7% | -785.4% | -85.4% |
| All | -65.3% | +28,503.3% | -28,568.6% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling