-73.8%
JBLU vs DG
+101.8%
-175.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.0% | -6.5% | +1.5% | -3.8% |
| 30D | -23.9% | +4.2% | -28.0% | -24.5% |
| 3M | -11.6% | +9.5% | -21.2% | -13.0% |
| 6M | -0.2% | -13.1% | +12.9% | +1.6% |
| YTD | -3.3% | -4.8% | +1.5% | -2.7% |
| 1Y | -15.4% | +20.6% | -36.0% | -17.8% |
| 3Y | -14.7% | +4.9% | -19.7% | -17.7% |
| 5Y | -70.0% | -37.9% | -32.2% | -68.2% |
| All | -73.8% | +101.8% | -175.5% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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