-67.1%
JBLU vs ROK
+3,488.2%
-3,555.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | -4.8% | -1.6% | -3.2% | -3.8% |
| 30D | -24.4% | -5.4% | -19.0% | -21.7% |
| 3M | -4.8% | -4.0% | -0.8% | -2.6% |
| 6M | -0.5% | +13.3% | -13.8% | -8.1% |
| YTD | -3.5% | +9.3% | -12.9% | -9.1% |
| 1Y | -13.6% | +25.8% | -39.4% | -25.3% |
| 3Y | -15.3% | +49.1% | -64.4% | -34.2% |
| 5Y | -70.1% | +45.9% | -116.0% | -77.0% |
| 10Y | -72.9% | +349.9% | -422.8% | -89.4% |
| All | -67.1% | +3,488.2% | -3,555.3% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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