-70.7%
JBLU vs RIO
+91.0%
-161.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.1% |
| 7D | -5.0% | -3.2% | -1.8% | -3.5% |
| 30D | -23.9% | +0.9% | -24.8% | -24.4% |
| 3M | -11.6% | -1.4% | -10.2% | -11.6% |
| 6M | -0.2% | +10.9% | -11.2% | -6.5% |
| YTD | -3.3% | +31.2% | -34.5% | -17.2% |
| 1Y | -15.4% | +67.9% | -83.3% | -36.5% |
| 3Y | -14.7% | +88.8% | -103.5% | -39.1% |
| All | -70.7% | +91.0% | -161.8% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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