-67.1%
JBLU vs RMD
+2,632.2%
-2,699.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.8% | -4.2% | -0.6% | -3.3% |
| 30D | -24.4% | -2.1% | -22.4% | -23.9% |
| 3M | -4.8% | +13.8% | -18.5% | -9.2% |
| 6M | -0.5% | -10.6% | +10.2% | +3.2% |
| YTD | -3.5% | -8.1% | +4.6% | -0.8% |
| 1Y | -13.6% | -18.0% | +4.4% | -7.5% |
| 3Y | -15.3% | +52.9% | -68.1% | -29.3% |
| 5Y | -70.1% | -22.3% | -47.8% | -69.0% |
| 10Y | -72.9% | +274.8% | -347.7% | -85.5% |
| All | -67.1% | +2,632.2% | -2,699.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling