-67.1%
JBLU vs ROP
+1,866.9%
-1,934.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.2% |
| 7D | -5.6% | -6.1% | +0.5% | -1.8% |
| 30D | -22.3% | -3.4% | -19.0% | -20.9% |
| 3M | -11.0% | +16.7% | -27.7% | -20.1% |
| 6M | -3.1% | +8.1% | -11.2% | -9.4% |
| YTD | -3.7% | -11.7% | +7.9% | +1.7% |
| 1Y | -14.8% | -24.2% | +9.4% | -0.8% |
| 3Y | -15.4% | -19.0% | +3.5% | -6.5% |
| 5Y | -71.4% | -15.9% | -55.5% | -69.4% |
| 10Y | -73.0% | +135.7% | -208.7% | -86.0% |
| All | -67.1% | +1,866.9% | -1,934.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling