-70.7%
JBLU vs RUN
-81.0%
+10.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | -23.9% | -13.0% | -10.9% | -22.1% |
| 3M | -11.6% | -31.8% | +20.1% | -6.2% |
| 6M | -0.2% | -32.2% | +32.0% | +5.6% |
| YTD | -3.3% | -53.5% | +50.2% | +6.8% |
| 1Y | -15.4% | -46.5% | +31.1% | -9.7% |
| 3Y | -14.7% | -37.6% | +22.9% | -27.5% |
| All | -70.7% | -81.0% | +10.2% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling