-84.5%
JBLU vs RACE
+649.8%
-734.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| 3M | -35.2% | -0.3% | -34.9% | -35.0% |
| 6M | -20.0% | +23.4% | -43.4% | -27.7% |
| YTD | -17.4% | +12.5% | -29.9% | -22.4% |
| 1Y | -13.0% | -0.5% | -12.5% | -13.3% |
| 3Y | -5.3% | +23.6% | -28.9% | -19.0% |
| 5Y | -75.2% | +65.4% | -140.6% | -82.0% |
| 10Y | -80.5% | +715.5% | -796.0% | -91.8% |
| All | -84.5% | +649.8% | -734.3% | -93.5% |
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