-14.7%
JBLU vs RJF
+69.0%
-83.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -5.0% | -2.7% | -2.3% | -2.8% |
| 30D | -23.9% | -4.3% | -19.6% | -21.2% |
| 3M | -11.6% | +15.7% | -27.4% | -21.6% |
| 6M | -0.2% | +17.8% | -18.0% | -13.0% |
| YTD | -3.3% | +9.2% | -12.5% | -10.8% |
| 1Y | -15.4% | +2.8% | -18.2% | -17.8% |
| 3Y | -14.7% | +69.5% | -84.2% | -46.1% |
| All | -14.7% | +69.0% | -83.7% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling