-70.0%
JBLU vs ROIV
+232.7%
-302.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -3.5% | +0.6% | -4.2% | -3.6% |
| 30D | -27.2% | +1.0% | -28.2% | -27.4% |
| 3M | -4.3% | +18.3% | -22.6% | -7.0% |
| 6M | -8.3% | +18.3% | -26.6% | -11.0% |
| YTD | +1.8% | +61.0% | -59.2% | -6.0% |
| 1Y | -9.0% | +177.9% | -186.9% | -22.4% |
| 3Y | -21.9% | +199.1% | -221.0% | -35.0% |
| 5Y | -69.0% | +250.7% | -319.7% | -78.0% |
| All | -70.0% | +232.7% | -302.6% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling