-70.7%
JBLU vs RMD
-23.0%
-47.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -5.0% | -4.4% | -0.6% | -3.2% |
| 30D | -23.9% | -3.1% | -20.7% | -22.9% |
| 3M | -11.6% | +13.8% | -25.4% | -16.3% |
| 6M | -0.2% | -8.6% | +8.4% | +2.8% |
| YTD | -3.3% | -8.6% | +5.3% | -0.1% |
| 1Y | -15.4% | -19.7% | +4.3% | -8.4% |
| 3Y | -14.7% | +48.4% | -63.1% | -30.5% |
| All | -70.7% | -23.0% | -47.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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