-57.2%
JBLU vs DKS
+6,016.3%
-6,073.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.8% | -4.7% | 0.0% | -2.9% |
| 30D | -24.4% | -35.1% | +10.6% | -12.7% |
| 3M | -4.8% | -37.7% | +32.9% | +11.9% |
| 6M | -0.5% | -30.7% | +30.3% | +11.5% |
| YTD | -3.5% | -31.9% | +28.4% | +8.9% |
| 1Y | -13.6% | -40.0% | +26.4% | +2.3% |
| 3Y | -15.3% | +28.4% | -43.7% | -29.2% |
| 5Y | -70.1% | +12.4% | -82.5% | -75.2% |
| 10Y | -72.9% | +197.8% | -270.8% | -87.3% |
| All | -57.2% | +6,016.3% | -6,073.6% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling