-12.7%
JBLU vs RJF
+7.8%
-20.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.3% | +7.6% | +8.3% |
| 7D | +24.9% | +7.2% | +17.8% | +18.8% |
| 30D | -12.3% | +4.9% | -17.2% | -15.4% |
| 3M | -44.5% | -5.5% | -38.9% | -42.0% |
| 6M | -25.7% | +8.0% | -33.6% | -29.6% |
| YTD | -21.8% | +6.2% | -27.9% | -27.6% |
| 1Y | -12.7% | +7.8% | -20.5% | -19.8% |
| All | -12.7% | +7.8% | -20.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling