-67.0%
JBLU vs RSG
+2,685.0%
-2,752.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -23.9% | +4.0% | -27.8% | -25.8% |
| 3M | -11.6% | +7.4% | -19.0% | -16.3% |
| 6M | -0.2% | +0.1% | -0.3% | -2.2% |
| YTD | -3.3% | +6.0% | -9.3% | -8.9% |
| 1Y | -15.4% | -3.0% | -12.4% | -15.9% |
| 3Y | -14.7% | +56.5% | -71.2% | -39.4% |
| 5Y | -70.0% | +90.9% | -161.0% | -81.8% |
| 10Y | -72.9% | +428.7% | -501.6% | -91.7% |
| All | -67.0% | +2,685.0% | -2,752.0% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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