-73.8%
JBLU vs DKS
+206.3%
-280.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.7% |
| 7D | -5.0% | -2.0% | -2.9% | -4.2% |
| 30D | -23.9% | -32.7% | +8.9% | -13.6% |
| 3M | -11.6% | -38.8% | +27.1% | +4.0% |
| 6M | -0.2% | -29.4% | +29.2% | +10.5% |
| YTD | -3.3% | -30.3% | +27.0% | +7.7% |
| 1Y | -15.4% | -39.6% | +24.2% | -0.6% |
| 3Y | -14.7% | +32.2% | -46.9% | -28.6% |
| 5Y | -70.0% | +15.1% | -85.1% | -75.2% |
| All | -73.8% | +206.3% | -280.1% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling