-71.4%
JBLU vs ROIV
+319.8%
-391.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -5.6% | +22.3% | -27.9% | -8.8% |
| 30D | -22.3% | +16.9% | -39.2% | -24.5% |
| 3M | -11.0% | +43.9% | -54.9% | -16.4% |
| 6M | -3.1% | +41.6% | -44.7% | -8.8% |
| YTD | -3.7% | +92.7% | -96.4% | -13.9% |
| 1Y | -14.8% | +210.2% | -224.9% | -29.0% |
| 3Y | -15.4% | +231.8% | -247.3% | -31.3% |
| 5Y | -71.4% | +319.8% | -391.2% | -79.5% |
| All | -71.4% | +319.8% | -391.2% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling