-14.7%
JBLU vs DGX
+96.4%
-111.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.8% |
| 30D | -23.9% | -1.2% | -22.7% | -23.7% |
| 3M | -11.6% | +15.8% | -27.4% | -14.0% |
| 6M | -0.2% | +18.2% | -18.4% | -3.3% |
| YTD | -3.3% | +37.2% | -40.5% | -9.0% |
| 1Y | -15.4% | +30.4% | -45.7% | -19.5% |
| 3Y | -14.7% | +96.7% | -111.4% | -20.5% |
| All | -14.7% | +96.4% | -111.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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