-67.1%
JBLU vs RRC
+1,276.4%
-1,343.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -5.6% | -1.7% | -3.9% | -5.3% |
| 30D | -22.3% | +3.6% | -25.9% | -22.8% |
| 3M | -11.0% | +8.8% | -19.8% | -12.6% |
| 6M | -3.1% | +0.8% | -3.9% | -4.3% |
| YTD | -3.7% | +19.0% | -22.7% | -8.0% |
| 1Y | -14.8% | +22.9% | -37.7% | -19.3% |
| 3Y | -15.4% | +32.3% | -47.8% | -22.0% |
| 5Y | -71.4% | +151.6% | -222.9% | -77.3% |
| 10Y | -73.0% | +5.5% | -78.5% | -78.4% |
| All | -67.1% | +1,276.4% | -1,343.6% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling