+1,551.2%
RCL vs JBLU
-58.4%
+1,609.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -5.1% | -3.5% | -1.5% | -3.5% |
| 30D | -19.0% | -27.2% | +8.2% | -6.5% |
| 3M | -9.6% | -4.3% | -5.2% | -9.1% |
| 6M | -6.7% | -8.3% | +1.6% | -6.7% |
| YTD | -3.9% | +1.8% | -5.7% | -10.2% |
| 1Y | -25.1% | -9.0% | -16.1% | -26.8% |
| 3Y | +179.1% | -21.9% | +201.0% | +117.8% |
| 5Y | +243.3% | -69.0% | +312.3% | +331.9% |
| 10Y | +325.8% | -70.8% | +396.6% | +464.2% |
| All | +1,551.2% | -58.4% | +1,609.6% | +1,138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling