+2.0%
RDW vs JBLU
-71.1%
+73.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -5.0% | +5.8% | +2.7% |
| 30D | -21.3% | -23.9% | +2.6% | -13.3% |
| 3M | -37.9% | -11.6% | -26.2% | -36.3% |
| 6M | +12.3% | -0.2% | +12.5% | +7.8% |
| YTD | +39.7% | -3.3% | +43.0% | +32.9% |
| 1Y | +25.7% | -15.4% | +41.1% | +26.0% |
| 3Y | +230.8% | -14.7% | +245.6% | +184.7% |
| 5Y | -8.8% | -70.0% | +61.3% | +10.0% |
| All | +2.0% | -71.1% | +73.1% | +23.1% |
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