-67.0%
JBLU vs RRX
+800.4%
-867.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.9% |
| 7D | -5.0% | -0.3% | -4.6% | -4.8% |
| 30D | -23.9% | -6.1% | -17.7% | -21.1% |
| 3M | -11.6% | -23.1% | +11.4% | +0.3% |
| 6M | -0.2% | -19.5% | +19.3% | +8.6% |
| YTD | -3.3% | +16.1% | -19.4% | -16.0% |
| 1Y | -15.4% | +12.9% | -28.3% | -26.0% |
| 3Y | -14.7% | +7.9% | -22.7% | -27.6% |
| 5Y | -70.0% | +19.1% | -89.1% | -76.5% |
| 10Y | -72.9% | +225.8% | -298.7% | -88.9% |
| All | -67.0% | +800.4% | -867.4% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling