-67.1%
JBLU vs RVTY
+1,168.9%
-1,236.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.0% |
| 7D | -5.6% | -5.4% | -0.2% | -3.4% |
| 30D | -22.3% | +6.7% | -29.1% | -24.6% |
| 3M | -11.0% | +19.0% | -30.0% | -17.5% |
| 6M | -3.1% | +34.6% | -37.7% | -14.9% |
| YTD | -3.7% | +28.3% | -32.0% | -14.2% |
| 1Y | -14.8% | +46.0% | -60.8% | -28.4% |
| 3Y | -15.4% | +16.9% | -32.3% | -24.0% |
| 5Y | -71.4% | -32.9% | -38.5% | -68.5% |
| 10Y | -73.0% | +141.6% | -214.6% | -83.5% |
| All | -67.1% | +1,168.9% | -1,236.0% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling