+54.2%
RGTI vs JBLU
-78.1%
+132.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.5% | -5.0% | +5.4% | +2.3% |
| 30D | -17.1% | -23.9% | +6.8% | -8.5% |
| 3M | -26.0% | -11.6% | -14.3% | -23.7% |
| 6M | -9.9% | -0.2% | -9.6% | -12.1% |
| YTD | -31.1% | -3.3% | -27.8% | -33.1% |
| 1Y | -8.5% | -15.4% | +6.9% | -6.8% |
| 3Y | +652.2% | -14.7% | +666.9% | +552.4% |
| 5Y | +56.8% | -70.0% | +126.8% | +76.5% |
| All | +54.2% | -78.1% | +132.4% | +71.7% |
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