-73.8%
JBLU vs DTE
+137.8%
-211.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.1% |
| 7D | -5.0% | -2.6% | -2.4% | -3.4% |
| 30D | -23.9% | -4.4% | -19.5% | -21.7% |
| 3M | -11.6% | -8.3% | -3.3% | -7.0% |
| 6M | -0.2% | -8.1% | +7.9% | +4.6% |
| YTD | -3.3% | +4.4% | -7.7% | -7.2% |
| 1Y | -15.4% | +0.2% | -15.6% | -16.5% |
| 3Y | -14.7% | +42.6% | -57.3% | -34.6% |
| 5Y | -70.0% | +31.5% | -101.5% | -76.3% |
| All | -73.8% | +137.8% | -211.6% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling