-70.7%
JBLU vs RNG
-68.4%
-2.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.0% | -6.1% | +1.1% | -3.4% |
| 30D | -23.9% | +9.6% | -33.5% | -25.9% |
| 3M | -11.6% | +83.3% | -95.0% | -26.2% |
| 6M | -0.2% | +77.9% | -78.2% | -17.8% |
| YTD | -3.3% | +139.9% | -143.2% | -29.2% |
| 1Y | -15.4% | +121.7% | -137.0% | -36.8% |
| 3Y | -14.7% | +121.9% | -136.6% | -39.2% |
| All | -70.7% | -68.4% | -2.4% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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