-9.0%
JBLU vs DRI
+6.9%
-16.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | -3.5% | +0.6% | -4.1% | -3.9% |
| 30D | -27.2% | +3.8% | -31.0% | -29.4% |
| 3M | -4.3% | +13.0% | -17.4% | -13.0% |
| 6M | -8.3% | +8.3% | -16.6% | -14.5% |
| YTD | +1.8% | +20.6% | -18.9% | -9.3% |
| 1Y | -9.0% | +6.5% | -15.5% | -19.9% |
| All | -9.0% | +6.9% | -16.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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