-67.0%
JBLU vs DHI
+1,492.6%
-1,559.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -5.0% | -3.4% | -1.6% | -3.5% |
| 30D | -23.9% | -5.4% | -18.4% | -22.0% |
| 3M | -11.6% | -10.4% | -1.2% | -7.1% |
| 6M | -0.2% | -2.8% | +2.5% | +1.5% |
| YTD | -3.3% | -3.4% | +0.1% | -1.4% |
| 1Y | -15.4% | -22.9% | +7.5% | -5.1% |
| 3Y | -14.7% | +20.7% | -35.4% | -23.6% |
| 5Y | -70.0% | +62.1% | -132.2% | -76.8% |
| 10Y | -72.9% | +410.4% | -483.3% | -88.0% |
| All | -67.0% | +1,492.6% | -1,559.6% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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