-73.8%
JBLU vs DVA
+187.8%
-261.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | -1.3% | -3.6% | -4.6% |
| 30D | -23.9% | 0.0% | -23.9% | -23.9% |
| 3M | -11.6% | -10.9% | -0.7% | -9.3% |
| 6M | -0.2% | +17.3% | -17.5% | -6.9% |
| YTD | -3.3% | +59.8% | -63.1% | -19.0% |
| 1Y | -15.4% | +36.3% | -51.6% | -25.5% |
| 3Y | -14.7% | +88.6% | -103.3% | -34.6% |
| 5Y | -70.0% | +47.5% | -117.6% | -76.0% |
| All | -73.8% | +187.8% | -261.6% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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