+226.6%
RCL vs JBLU
-71.4%
+298.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.5% | -4.8% | +2.3% | -0.8% |
| 30D | -15.7% | -24.4% | +8.8% | -7.1% |
| 3M | -3.6% | -4.8% | +1.2% | -2.9% |
| 6M | -8.7% | -0.5% | -8.2% | -10.6% |
| YTD | -6.2% | -3.5% | -2.6% | -8.5% |
| 1Y | -22.9% | -13.6% | -9.3% | -22.3% |
| 3Y | +173.6% | -15.3% | +188.8% | +99.8% |
| 5Y | +226.6% | -70.1% | +296.7% | +409.9% |
| All | +226.6% | -71.4% | +298.0% | +409.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling