+230.8%
RDW vs JBLU
-15.7%
+246.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -5.0% | +5.8% | +2.5% |
| 30D | -21.3% | -23.9% | +2.6% | -14.0% |
| 3M | -37.9% | -11.6% | -26.2% | -36.4% |
| 6M | +12.3% | -0.2% | +12.5% | +8.3% |
| YTD | +39.7% | -3.3% | +43.0% | +33.5% |
| 1Y | +25.7% | -15.4% | +41.1% | +26.0% |
| 3Y | +230.8% | -14.7% | +245.6% | +249.2% |
| All | +230.8% | -15.7% | +246.5% | +249.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling