-12.7%
JBLU vs DRI
+34.0%
-46.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +8.7% |
| 7D | +24.9% | +6.5% | +18.4% | +20.5% |
| 30D | -12.3% | +16.4% | -28.7% | -20.1% |
| 3M | -44.5% | +13.6% | -58.1% | -49.3% |
| 6M | -25.7% | +22.0% | -47.7% | -36.4% |
| YTD | -21.8% | +29.3% | -51.1% | -34.3% |
| 1Y | -12.7% | +32.0% | -44.8% | -28.1% |
| All | -12.7% | +34.0% | -46.7% | -28.1% |
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