-12.7%
JBLU vs ROIV
+97.8%
-110.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.1% | +5.9% | +10.5% |
| 7D | +24.9% | +3.0% | +21.9% | +24.0% |
| 30D | -12.3% | +6.8% | -19.2% | -13.7% |
| 3M | -44.5% | +10.5% | -55.0% | -46.1% |
| 6M | -25.7% | +34.8% | -60.5% | -32.6% |
| YTD | -21.8% | +76.2% | -97.9% | -33.1% |
| 1Y | -12.7% | +92.4% | -105.1% | -27.2% |
| All | -12.7% | +97.8% | -110.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling