-15.4%
JBLU vs RY
+44.3%
-59.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -5.0% | -2.2% | -2.7% | -2.1% |
| 30D | -23.9% | -3.6% | -20.3% | -20.2% |
| 3M | -11.6% | +3.9% | -15.6% | -16.3% |
| 6M | -0.2% | +26.4% | -26.6% | -27.0% |
| YTD | -3.3% | +22.3% | -25.6% | -28.1% |
| 1Y | -15.4% | +43.7% | -59.1% | -49.7% |
| All | -15.4% | +44.3% | -59.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling