-66.1%
JBLU vs RL
+1,514.1%
-1,580.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -1.8% |
| 7D | +1.1% | +1.9% | -0.8% | 0.0% |
| 30D | -25.5% | -12.2% | -13.3% | -20.2% |
| 3M | -5.0% | -6.6% | +1.6% | -1.4% |
| 6M | +0.7% | +3.2% | -2.5% | -0.9% |
| YTD | -0.7% | -1.3% | +0.6% | +0.1% |
| 1Y | -12.7% | +13.6% | -26.3% | -18.7% |
| 3Y | -12.7% | +210.9% | -223.6% | -53.5% |
| 5Y | -69.3% | +246.9% | -316.1% | -84.6% |
| 10Y | -73.0% | +310.1% | -383.1% | -88.7% |
| All | -66.1% | +1,514.1% | -1,580.2% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling