-70.7%
JBLU vs RMBS
+265.4%
-336.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -5.0% | +1.8% | -6.7% | -5.5% |
| 30D | -23.9% | -13.9% | -10.0% | -20.6% |
| 3M | -11.6% | -39.8% | +28.2% | +0.9% |
| 6M | -0.2% | -6.0% | +5.8% | -5.0% |
| YTD | -3.3% | -5.4% | +2.1% | -9.6% |
| 1Y | -15.4% | -1.8% | -13.6% | -23.4% |
| 3Y | -14.7% | +53.7% | -68.4% | -40.3% |
| All | -70.7% | +265.4% | -336.2% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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