-70.7%
JBLU vs RGEN
-44.2%
-26.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.0% | -1.4% | -3.5% | -4.5% |
| 30D | -23.9% | -0.3% | -23.6% | -24.0% |
| 3M | -11.6% | +23.9% | -35.5% | -18.4% |
| 6M | -0.2% | +38.5% | -38.8% | -11.5% |
| YTD | -3.3% | +0.8% | -4.1% | -4.9% |
| 1Y | -15.4% | +38.2% | -53.6% | -25.5% |
| 3Y | -14.7% | +1.3% | -16.0% | -20.6% |
| All | -70.7% | -44.2% | -26.6% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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