-70.1%
JBLU vs RL
+223.8%
-293.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -4.8% | -2.2% | -2.6% | -3.3% |
| 30D | -24.4% | -15.3% | -9.1% | -15.2% |
| 3M | -4.8% | -10.3% | +5.6% | +2.6% |
| 6M | -0.5% | -2.2% | +1.8% | +0.9% |
| YTD | -3.5% | -4.3% | +0.8% | -1.0% |
| 1Y | -13.6% | +8.9% | -22.5% | -19.2% |
| 3Y | -15.3% | +201.4% | -216.7% | -62.4% |
| 5Y | -70.1% | +230.6% | -300.7% | -88.1% |
| All | -70.1% | +223.8% | -293.9% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling