-14.7%
JBLU vs DBX
+27.0%
-41.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.2% |
| 7D | -5.0% | +2.1% | -7.1% | -5.6% |
| 30D | -23.9% | +5.7% | -29.6% | -25.2% |
| 3M | -11.6% | +31.8% | -43.4% | -19.0% |
| 6M | -0.2% | +37.5% | -37.7% | -11.0% |
| YTD | -3.3% | +27.9% | -31.2% | -11.3% |
| 1Y | -15.4% | +15.0% | -30.4% | -19.2% |
| 3Y | -14.7% | +27.2% | -41.9% | -26.3% |
| All | -14.7% | +27.0% | -41.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling