-13.6%
JBLU vs RBRK
+46.9%
-60.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.1% | +5.2% |
| 7D | +28.8% | -14.8% | +43.6% | +30.2% |
| 30D | -7.6% | -14.5% | +7.0% | -6.6% |
| 3M | -40.7% | +25.0% | -65.7% | -41.7% |
| 6M | -27.2% | +83.0% | -110.2% | -31.8% |
| YTD | -19.3% | +38.3% | -57.6% | -21.0% |
| 1Y | -13.6% | +47.8% | -61.5% | -16.4% |
| All | -13.6% | +46.9% | -60.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling