-73.8%
JBLU vs RBA
+206.5%
-280.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.4% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -23.9% | -2.9% | -20.9% | -23.0% |
| 3M | -11.6% | -20.9% | +9.3% | -3.1% |
| 6M | -0.2% | -17.7% | +17.4% | +7.7% |
| YTD | -3.3% | -18.2% | +14.9% | +4.5% |
| 1Y | -15.4% | -29.1% | +13.7% | -3.2% |
| 3Y | -14.7% | +29.5% | -44.3% | -23.9% |
| 5Y | -70.0% | +40.2% | -110.3% | -74.9% |
| All | -73.8% | +206.5% | -280.2% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling