-71.4%
JBLU vs RACE
+87.3%
-158.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.1% |
| 30D | -22.3% | -1.1% | -21.2% | -22.0% |
| 3M | -11.0% | +12.5% | -23.5% | -16.9% |
| 6M | -3.1% | +17.4% | -20.5% | -11.9% |
| YTD | -3.7% | +10.1% | -13.9% | -10.2% |
| 1Y | -14.8% | -15.1% | +0.4% | -8.0% |
| 3Y | -15.4% | +38.9% | -54.4% | -41.6% |
| 5Y | -71.4% | +90.7% | -162.0% | -85.4% |
| All | -71.4% | +87.3% | -158.6% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling