-73.8%
JBLU vs DECK
+29,146.7%
-29,220.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.5% |
| 7D | +14.4% | +6.0% | +8.4% | +12.6% |
| 30D | -13.4% | +7.4% | -20.8% | -15.1% |
| 3M | -45.1% | -11.7% | -33.5% | -42.9% |
| 6M | -27.9% | -11.0% | -16.9% | -24.9% |
| YTD | -23.3% | -15.4% | -7.9% | -19.6% |
| 1Y | -18.6% | +7.2% | -25.9% | -20.7% |
| 3Y | -20.5% | -11.8% | -8.7% | -20.9% |
| 5Y | -78.3% | +24.3% | -102.7% | -81.0% |
| 10Y | -79.5% | +907.5% | -987.0% | -90.2% |
| All | -73.8% | +29,146.7% | -29,220.5% | -93.4% |
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