-70.7%
JBLU vs RVTY
-33.1%
-37.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.1% |
| 7D | -5.0% | -4.5% | -0.4% | -2.9% |
| 30D | -23.9% | +5.5% | -29.3% | -25.9% |
| 3M | -11.6% | +22.5% | -34.2% | -20.1% |
| 6M | -0.2% | +38.9% | -39.1% | -15.3% |
| YTD | -3.3% | +28.7% | -32.0% | -15.6% |
| 1Y | -15.4% | +45.5% | -60.9% | -30.8% |
| 3Y | -14.7% | +16.4% | -31.1% | -25.5% |
| All | -70.7% | -33.1% | -37.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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