-64.1%
JBLU vs RPRX
+52.7%
-116.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -5.0% | -8.4% | +3.4% | -1.7% |
| 30D | -23.9% | -0.6% | -23.2% | -23.8% |
| 3M | -11.6% | +6.4% | -18.1% | -14.3% |
| 6M | -0.2% | +26.6% | -26.8% | -9.5% |
| YTD | -3.3% | +53.8% | -57.1% | -18.3% |
| 1Y | -15.4% | +62.8% | -78.2% | -30.3% |
| 3Y | -14.7% | +118.0% | -132.8% | -37.3% |
| 5Y | -70.0% | +71.2% | -141.2% | -75.9% |
| All | -64.1% | +52.7% | -116.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling