-0.5%
JBLU vs RUN
-25.0%
+24.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -3.7% |
| 30D | -24.4% | -14.0% | -10.5% | -20.7% |
| 3M | -4.8% | -27.5% | +22.7% | +4.9% |
| 6M | -0.5% | -29.0% | +28.5% | +9.0% |
| All | -0.5% | -25.0% | +24.5% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling