-66.1%
JBLU vs RCAT
-100.0%
+33.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.4% |
| 7D | +1.1% | +5.4% | -4.3% | +1.1% |
| 30D | -25.5% | -5.6% | -19.9% | -25.5% |
| 3M | -5.0% | -30.2% | +25.2% | -5.0% |
| 6M | +0.7% | -43.4% | +44.1% | +0.7% |
| YTD | -0.7% | +9.6% | -10.3% | -0.7% |
| 1Y | -12.7% | -2.0% | -10.8% | -12.8% |
| 3Y | -12.7% | +825.0% | -837.7% | -12.9% |
| 5Y | -69.3% | +199.8% | -269.1% | -69.3% |
| 10Y | -73.0% | -98.4% | +25.4% | -72.8% |
| All | -66.1% | -100.0% | +33.9% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling