-5.3%
JBLU vs RACE
+24.7%
-30.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -2.0% |
| 7D | +2.5% | -1.2% | +3.7% | +3.1% |
| 30D | +24.9% | +6.1% | +18.8% | +21.8% |
| 3M | -35.2% | -0.3% | -34.9% | -35.0% |
| 6M | -20.0% | +23.4% | -43.4% | -26.4% |
| YTD | -17.4% | +12.5% | -29.9% | -21.8% |
| 1Y | -13.0% | -0.5% | -12.5% | -13.9% |
| 3Y | -5.3% | +23.6% | -28.9% | -12.3% |
| All | -5.3% | +24.7% | -30.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling