-42.2%
RIG vs JBLU
-72.4%
+30.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | -5.0% | +1.9% | -1.4% |
| 30D | -0.5% | -23.9% | +23.3% | +8.5% |
| 3M | -6.0% | -11.6% | +5.7% | -5.1% |
| 6M | -10.1% | -0.2% | -9.9% | -17.5% |
| YTD | +37.3% | -3.3% | +40.6% | +24.7% |
| 1Y | +73.9% | -15.4% | +89.3% | +64.7% |
| 3Y | -30.2% | -14.7% | -15.4% | -50.7% |
| 5Y | +62.5% | -70.0% | +132.5% | +82.7% |
| All | -42.2% | -72.4% | +30.2% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling