-15.4%
JBLU vs DPZ
-29.3%
+14.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -5.0% | -8.6% | +3.7% | -1.5% |
| 30D | -23.9% | -11.9% | -12.0% | -20.0% |
| 3M | -11.6% | +0.4% | -12.1% | -11.2% |
| 6M | -0.2% | -19.9% | +19.7% | +6.3% |
| YTD | -3.3% | -24.4% | +21.1% | +2.8% |
| 1Y | -15.4% | -30.4% | +15.1% | -8.4% |
| All | -15.4% | -29.3% | +14.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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