-12.7%
JBLU vs RL
+34.3%
-47.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.5% | +7.5% | +8.5% |
| 7D | +24.9% | +5.8% | +19.1% | +20.3% |
| 30D | -12.3% | +12.7% | -25.0% | -19.5% |
| 3M | -44.5% | +9.3% | -53.8% | -48.2% |
| 6M | -25.7% | +16.9% | -42.6% | -34.0% |
| YTD | -21.8% | +17.5% | -39.2% | -30.4% |
| 1Y | -12.7% | +34.6% | -47.4% | -30.3% |
| All | -12.7% | +34.3% | -47.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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