-11.4%
RKT vs JBLU
-70.3%
+58.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | -5.0% | -1.3% | -4.9% |
| 30D | -6.2% | -23.9% | +17.7% | +1.4% |
| 3M | -1.9% | -11.6% | +9.8% | +1.5% |
| 6M | -13.0% | -0.2% | -12.8% | -13.4% |
| YTD | -31.9% | -3.3% | -28.6% | -32.1% |
| 1Y | -37.6% | -15.4% | -22.2% | -35.9% |
| 3Y | +36.8% | -14.7% | +51.5% | +12.9% |
| All | -11.4% | -70.3% | +58.8% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling