-9.0%
JBLU vs RCAT
-2.3%
-6.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | -27.2% | -3.3% | -23.9% | -27.1% |
| 3M | -4.3% | -43.2% | +38.9% | -0.2% |
| 6M | -8.3% | -43.2% | +34.9% | -6.0% |
| YTD | +1.8% | +5.5% | -3.8% | -5.5% |
| 1Y | -9.0% | -1.6% | -7.4% | -14.6% |
| All | -9.0% | -2.3% | -6.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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