-72.5%
JBLU vs DECK
+28,803.3%
-28,875.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.3% | +5.5% |
| 7D | +28.8% | +5.8% | +23.0% | +26.8% |
| 30D | -7.6% | +7.9% | -15.4% | -9.4% |
| 3M | -40.7% | -11.4% | -29.3% | -38.4% |
| 6M | -27.2% | -16.6% | -10.6% | -22.6% |
| YTD | -19.3% | -16.4% | -3.0% | -15.1% |
| 1Y | -13.6% | +8.6% | -22.3% | -16.1% |
| 3Y | -14.7% | -15.1% | +0.5% | -14.1% |
| 5Y | -77.2% | +22.9% | -100.1% | -79.9% |
| 10Y | -78.4% | +895.7% | -974.1% | -89.7% |
| All | -72.5% | +28,803.3% | -28,875.8% | -93.0% |
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