-81.5%
JBLU vs RUN
-33.9%
-47.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -4.3% |
| 30D | -24.4% | -14.0% | -10.5% | -22.6% |
| 3M | -4.8% | -27.5% | +22.7% | -0.1% |
| 6M | -0.5% | -29.0% | +28.5% | +4.4% |
| YTD | -3.5% | -53.1% | +49.6% | +6.2% |
| 1Y | -13.6% | -46.7% | +33.1% | -7.9% |
| 3Y | -15.3% | -38.3% | +23.1% | -25.9% |
| 5Y | -70.1% | -80.7% | +10.6% | -70.7% |
| 10Y | -72.9% | +42.4% | -115.3% | -81.3% |
| All | -81.5% | -33.9% | -47.5% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling