-70.7%
JBLU vs DPZ
-34.6%
-36.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.0% |
| 7D | -5.0% | -8.6% | +3.7% | -1.3% |
| 30D | -23.9% | -11.9% | -12.0% | -19.7% |
| 3M | -11.6% | +0.4% | -12.1% | -12.0% |
| 6M | -0.2% | -19.9% | +19.7% | +9.0% |
| YTD | -3.3% | -24.4% | +21.1% | +7.5% |
| 1Y | -15.4% | -30.4% | +15.1% | -2.7% |
| 3Y | -14.7% | -17.4% | +2.6% | -10.7% |
| All | -70.7% | -34.6% | -36.1% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling