-67.1%
JBLU vs RGEN
+4,947.4%
-5,014.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | -5.6% | -4.6% | -1.0% | -4.9% |
| 30D | -22.3% | +1.2% | -23.5% | -22.6% |
| 3M | -11.0% | +26.8% | -37.8% | -14.5% |
| 6M | -3.1% | +29.1% | -32.2% | -7.3% |
| YTD | -3.7% | +0.7% | -4.5% | -4.2% |
| 1Y | -14.8% | +39.1% | -53.8% | -19.7% |
| 3Y | -15.4% | +2.2% | -17.7% | -17.7% |
| 5Y | -71.4% | -44.0% | -27.4% | -70.7% |
| 10Y | -73.0% | +412.7% | -485.7% | -80.5% |
| All | -67.1% | +4,947.4% | -5,014.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling