-80.0%
RIG vs JBLU
-60.4%
-19.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | -5.0% | +1.9% | -2.0% |
| 30D | -0.5% | -23.9% | +23.3% | +5.5% |
| 3M | -6.0% | -11.6% | +5.7% | -5.2% |
| 6M | -10.1% | -0.2% | -9.9% | -14.5% |
| YTD | +37.3% | -3.3% | +40.6% | +30.1% |
| 1Y | +73.9% | -15.4% | +89.3% | +69.2% |
| 3Y | -30.2% | -14.7% | -15.4% | -40.2% |
| 5Y | +62.5% | -70.0% | +132.5% | +75.1% |
| 10Y | -42.3% | -72.9% | +30.6% | -37.3% |
| All | -80.0% | -60.4% | -19.6% | -84.3% |
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