-70.7%
JBLU vs RRC
+142.8%
-213.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | -23.9% | +2.7% | -26.5% | -24.2% |
| 3M | -11.6% | +8.8% | -20.5% | -13.2% |
| 6M | -0.2% | -1.2% | +1.0% | -1.1% |
| YTD | -3.3% | +17.6% | -20.9% | -8.1% |
| 1Y | -15.4% | +18.4% | -33.8% | -20.1% |
| 3Y | -14.7% | +33.1% | -47.8% | -22.4% |
| All | -70.7% | +142.8% | -213.6% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling