-73.8%
JBLU vs D
+36.8%
-110.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -5.0% | -2.2% | -2.7% | -4.2% |
| 30D | -23.9% | -4.5% | -19.4% | -22.7% |
| 3M | -11.6% | -2.5% | -9.1% | -11.0% |
| 6M | -0.2% | +5.5% | -5.8% | -2.5% |
| YTD | -3.3% | +13.3% | -16.6% | -8.0% |
| 1Y | -15.4% | +11.8% | -27.2% | -19.2% |
| 3Y | -14.7% | +56.7% | -71.4% | -28.2% |
| 5Y | -70.0% | +4.3% | -74.3% | -71.6% |
| All | -73.8% | +36.8% | -110.6% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling