-17.0%
JBLU vs DTE
+6.2%
-23.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.4% |
| 7D | +24.9% | +4.2% | +20.7% | +24.1% |
| 30D | -12.3% | +10.0% | -22.3% | -13.5% |
| 3M | -44.5% | -2.1% | -42.4% | -44.2% |
| 6M | -25.7% | -4.7% | -21.0% | -25.4% |
| YTD | -21.8% | +9.3% | -31.1% | -22.6% |
| All | -17.0% | +6.2% | -23.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling