-80.9%
JBLU vs RACE
+647.6%
-728.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.4% |
| 7D | -3.5% | -2.5% | -1.0% | -2.3% |
| 30D | -27.2% | +0.8% | -28.0% | -27.6% |
| 3M | -4.3% | +17.2% | -21.5% | -11.3% |
| 6M | -8.3% | +13.6% | -21.9% | -13.8% |
| YTD | +1.8% | +12.2% | -10.5% | -4.7% |
| 1Y | -9.0% | -16.3% | +7.2% | -2.5% |
| 3Y | -21.9% | +36.4% | -58.4% | -36.8% |
| 5Y | -69.0% | +95.0% | -164.0% | -79.1% |
| 10Y | -70.8% | +813.2% | -884.0% | -88.1% |
| All | -80.9% | +647.6% | -728.5% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling