-70.1%
JBLU vs RBA
+36.6%
-106.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -4.8% | -3.3% | -1.5% | -3.4% |
| 30D | -24.4% | -9.8% | -14.7% | -21.2% |
| 3M | -4.8% | -23.5% | +18.7% | +5.9% |
| 6M | -0.5% | -21.5% | +21.1% | +9.7% |
| YTD | -3.5% | -21.2% | +17.6% | +6.0% |
| 1Y | -13.6% | -30.2% | +16.6% | -0.6% |
| 3Y | -15.3% | +25.3% | -40.6% | -20.9% |
| 5Y | -70.1% | +35.1% | -105.2% | -72.4% |
| All | -70.1% | +36.6% | -106.7% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling