-79.6%
JBLU vs RVMD
+622.3%
-701.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.0% | -3.0% | -2.0% | -4.4% |
| 30D | -23.9% | -0.7% | -23.1% | -23.9% |
| 3M | -11.6% | +36.5% | -48.2% | -17.7% |
| 6M | -0.2% | +104.6% | -104.8% | -16.0% |
| YTD | -3.3% | +155.8% | -159.1% | -23.7% |
| 1Y | -15.4% | +340.7% | -356.1% | -41.2% |
| 3Y | -14.7% | +519.9% | -534.7% | -48.0% |
| 5Y | -70.0% | +584.9% | -655.0% | -83.7% |
| All | -79.6% | +622.3% | -701.9% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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