-73.8%
JBLU vs RL
+311.3%
-385.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -5.0% | -3.4% | -1.5% | -2.9% |
| 30D | -23.9% | -14.4% | -9.4% | -16.2% |
| 3M | -11.6% | -13.6% | +1.9% | -3.5% |
| 6M | -0.2% | +0.6% | -0.8% | -0.6% |
| YTD | -3.3% | -3.6% | +0.3% | -1.2% |
| 1Y | -15.4% | +8.3% | -23.7% | -19.8% |
| 3Y | -14.7% | +204.8% | -219.5% | -57.8% |
| 5Y | -70.0% | +232.9% | -303.0% | -86.1% |
| All | -73.8% | +311.3% | -385.0% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling