-12.7%
JBLU vs RUN
-53.7%
+41.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.7% | +11.6% |
| 7D | +24.9% | +18.5% | +6.4% | +19.3% |
| 30D | -12.3% | +15.5% | -27.8% | -15.6% |
| 3M | -44.5% | -20.3% | -24.2% | -41.9% |
| 6M | -25.7% | -30.8% | +5.1% | -20.0% |
| YTD | -21.8% | -52.2% | +30.5% | -12.3% |
| 1Y | -12.7% | -53.9% | +41.1% | -1.9% |
| All | -12.7% | -53.7% | +41.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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