+333.1%
RCL vs JBLU
-72.4%
+405.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.9% | -5.0% | +3.1% | +0.7% |
| 30D | -15.5% | -23.9% | +8.3% | -2.8% |
| 3M | -9.7% | -11.6% | +2.0% | -5.5% |
| 6M | -8.7% | -0.2% | -8.5% | -13.0% |
| YTD | -5.8% | -3.3% | -2.5% | -11.1% |
| 1Y | -24.5% | -15.4% | -9.1% | -24.2% |
| 3Y | +173.9% | -14.7% | +188.6% | +71.2% |
| 5Y | +228.0% | -70.0% | +298.0% | +346.2% |
| All | +333.1% | -72.4% | +405.5% | +476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling