-9.0%
JBLU vs RRX
+14.9%
-23.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.5% | +3.4% | -7.0% | -5.0% |
| 30D | -27.2% | -11.1% | -16.1% | -23.3% |
| 3M | -4.3% | -23.7% | +19.4% | +5.2% |
| 6M | -8.3% | -22.0% | +13.7% | -3.3% |
| YTD | +1.8% | +16.5% | -14.7% | -13.4% |
| 1Y | -9.0% | +11.5% | -20.5% | -22.1% |
| All | -9.0% | +14.9% | -23.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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