-70.7%
JBLU vs ROP
-16.2%
-54.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | -4.6% | -0.4% | -2.5% |
| 30D | -23.9% | -1.7% | -22.2% | -23.3% |
| 3M | -11.6% | +17.1% | -28.7% | -20.1% |
| 6M | -0.2% | +10.9% | -11.1% | -7.4% |
| YTD | -3.3% | -12.1% | +8.8% | +3.7% |
| 1Y | -15.4% | -24.2% | +8.9% | +0.1% |
| 3Y | -14.7% | -20.4% | +5.6% | -3.5% |
| All | -70.7% | -16.2% | -54.6% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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