-71.8%
JBLU vs RY
+2,844.4%
-2,916.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.5% | +0.6% | +1.9% | +2.0% |
| 30D | +24.9% | +5.0% | +19.9% | +20.2% |
| 3M | -35.2% | -5.3% | -29.9% | -32.0% |
| 6M | -20.0% | +13.8% | -33.8% | -27.7% |
| YTD | -17.4% | +21.0% | -38.3% | -28.8% |
| 1Y | -13.0% | +40.5% | -53.5% | -33.6% |
| 3Y | -5.3% | +159.7% | -164.9% | -55.5% |
| 5Y | -75.2% | +124.3% | -199.5% | -86.6% |
| 10Y | -80.5% | +351.6% | -432.1% | -93.5% |
| All | -71.8% | +2,844.4% | -2,916.2% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling