-12.7%
JBLU vs DKS
-29.5%
+16.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.7% | +4.2% | +9.9% |
| 7D | +24.9% | +8.4% | +16.5% | +22.4% |
| 30D | -12.3% | +7.7% | -20.0% | -14.4% |
| 3M | -44.5% | -25.8% | -18.7% | -39.3% |
| 6M | -25.7% | -31.0% | +5.3% | -15.1% |
| YTD | -21.8% | -23.8% | +2.0% | -16.3% |
| 1Y | -12.7% | -29.8% | +17.1% | -4.3% |
| All | -12.7% | -29.5% | +16.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling