-18.7%
JBLU vs DG
+560.3%
-579.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.5% |
| 7D | -5.6% | -4.8% | -0.8% | -4.5% |
| 30D | -22.3% | +1.8% | -24.1% | -22.7% |
| 3M | -11.0% | +14.5% | -25.4% | -13.7% |
| 6M | -3.1% | -13.6% | +10.5% | 0.0% |
| YTD | -3.7% | -4.8% | +1.1% | -2.8% |
| 1Y | -14.8% | +21.6% | -36.4% | -18.7% |
| 3Y | -15.4% | +4.5% | -19.9% | -20.2% |
| 5Y | -71.4% | -38.5% | -32.9% | -69.3% |
| 10Y | -73.0% | +102.2% | -175.2% | -81.6% |
| All | -18.7% | +560.3% | -579.0% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling