-67.0%
JBLU vs RIO
+1,887.8%
-1,954.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | -5.0% | -3.2% | -1.8% | -4.0% |
| 30D | -23.9% | +0.9% | -24.8% | -24.2% |
| 3M | -11.6% | -1.4% | -10.2% | -11.7% |
| 6M | -0.2% | +10.9% | -11.2% | -4.1% |
| YTD | -3.3% | +31.2% | -34.5% | -12.2% |
| 1Y | -15.4% | +67.9% | -83.3% | -29.3% |
| 3Y | -14.7% | +88.8% | -103.5% | -30.8% |
| 5Y | -70.0% | +93.1% | -163.1% | -76.3% |
| 10Y | -72.9% | +593.0% | -665.8% | -85.3% |
| All | -67.0% | +1,887.8% | -1,954.8% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling