-78.9%
JBLU vs DBX
+20.9%
-99.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -4.8% | -1.8% | -3.0% | -4.3% |
| 30D | -24.4% | +2.8% | -27.3% | -25.2% |
| 3M | -4.8% | +26.8% | -31.5% | -12.2% |
| 6M | -0.5% | +32.8% | -33.2% | -10.9% |
| YTD | -3.5% | +26.1% | -29.6% | -12.3% |
| 1Y | -13.6% | +14.1% | -27.7% | -19.0% |
| 3Y | -15.3% | +25.7% | -41.0% | -24.9% |
| 5Y | -70.1% | +11.2% | -81.3% | -73.5% |
| All | -78.9% | +20.9% | -99.8% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling