-12.7%
JBLU vs RRC
+44.7%
-57.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.5% | +15.5% | +10.1% |
| 7D | +24.9% | -6.8% | +31.7% | +21.1% |
| 30D | -12.3% | +34.7% | -47.0% | +4.8% |
| 3M | -44.5% | +31.5% | -76.0% | -33.9% |
| 6M | -25.7% | +21.8% | -47.5% | -13.4% |
| YTD | -21.8% | +48.9% | -70.6% | -8.5% |
| 1Y | -12.7% | +42.1% | -54.8% | +1.8% |
| All | -12.7% | +44.7% | -57.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling