-73.8%
JBLU vs RACE
+832.2%
-906.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.6% |
| 7D | -4.8% | -2.2% | -2.5% | -3.6% |
| 30D | -24.4% | -0.4% | -24.0% | -24.4% |
| 3M | -4.8% | +17.9% | -22.7% | -12.6% |
| 6M | -0.5% | +19.3% | -19.7% | -9.3% |
| YTD | -3.5% | +11.9% | -15.4% | -10.0% |
| 1Y | -13.6% | -12.7% | -0.9% | -9.0% |
| 3Y | -15.3% | +41.1% | -56.3% | -34.6% |
| 5Y | -70.1% | +94.1% | -164.2% | -80.9% |
| All | -73.8% | +832.2% | -906.1% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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