-15.1%
JBLU vs RACE
+38.2%
-53.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -5.6% | -2.6% | -3.0% | -4.4% |
| 30D | -22.3% | -1.1% | -21.2% | -22.1% |
| 3M | -11.0% | +12.5% | -23.5% | -15.4% |
| 6M | -3.1% | +17.4% | -20.5% | -9.6% |
| YTD | -3.7% | +10.1% | -13.9% | -8.6% |
| 1Y | -14.8% | -15.1% | +0.4% | -10.5% |
| All | -15.1% | +38.2% | -53.4% | -37.3% |
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