-75.6%
JBLU vs ROIV
+276.5%
-352.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | +2.5% | +1.7% | +0.8% | +2.2% |
| 30D | +24.9% | +17.6% | +7.3% | +22.0% |
| 3M | -35.2% | +9.0% | -44.1% | -36.3% |
| 6M | -20.0% | +35.3% | -55.3% | -24.1% |
| YTD | -17.4% | +82.2% | -99.5% | -25.3% |
| 1Y | -13.0% | +92.3% | -105.2% | -22.0% |
| 3Y | -5.3% | +336.8% | -342.1% | -24.3% |
| 5Y | -75.2% | +370.6% | -445.8% | -82.8% |
| All | -75.6% | +276.5% | -352.1% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling