-73.8%
JBLU vs RCAT
-98.5%
+24.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -5.0% | -4.9% | -0.1% | -4.9% |
| 30D | -23.9% | -22.9% | -1.0% | -23.8% |
| 3M | -11.6% | -33.7% | +22.1% | -11.5% |
| 6M | -0.2% | -50.7% | +50.5% | 0.0% |
| YTD | -3.3% | +0.4% | -3.7% | -3.5% |
| 1Y | -15.4% | -27.6% | +12.3% | -15.4% |
| 3Y | -14.7% | +753.2% | -767.9% | -15.4% |
| 5Y | -70.0% | +183.3% | -253.3% | -70.3% |
| All | -73.8% | -98.5% | +24.7% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling