-67.0%
JBLU vs RMBS
+1,053.4%
-1,120.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -5.0% | +1.8% | -6.7% | -5.3% |
| 30D | -23.9% | -13.9% | -10.0% | -21.7% |
| 3M | -11.6% | -39.8% | +28.2% | -3.5% |
| 6M | -0.2% | -6.0% | +5.8% | -2.0% |
| YTD | -3.3% | -5.4% | +2.1% | -5.9% |
| 1Y | -15.4% | -1.8% | -13.6% | -19.0% |
| 3Y | -14.7% | +53.7% | -68.4% | -28.6% |
| 5Y | -70.0% | +268.5% | -338.5% | -78.8% |
| 10Y | -72.9% | +563.9% | -636.8% | -83.1% |
| All | -67.0% | +1,053.4% | -1,120.4% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling