-70.7%
JBLU vs DINO
+326.7%
-397.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | +2.3% | -7.3% | -5.5% |
| 30D | -23.9% | +22.6% | -46.5% | -27.7% |
| 3M | -11.6% | +55.2% | -66.9% | -21.6% |
| 6M | -0.2% | +93.8% | -94.0% | -18.9% |
| YTD | -3.3% | +139.5% | -142.8% | -28.0% |
| 1Y | -15.4% | +115.3% | -130.7% | -34.7% |
| 3Y | -14.7% | +98.8% | -113.5% | -37.1% |
| All | -70.7% | +326.7% | -397.4% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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