-25.7%
RKT vs JBLU
-59.6%
+33.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.9% |
| 7D | -1.0% | -5.6% | +4.6% | +0.5% |
| 30D | -2.4% | -22.3% | +19.9% | +4.2% |
| 3M | +1.9% | -11.0% | +12.9% | +4.9% |
| 6M | -13.9% | -3.1% | -10.8% | -13.5% |
| YTD | -30.6% | -3.7% | -26.9% | -30.6% |
| 1Y | -34.4% | -14.8% | -19.6% | -32.8% |
| 3Y | +38.2% | -15.4% | +53.6% | +21.0% |
| 5Y | -9.7% | -71.4% | +61.7% | +0.8% |
| All | -25.7% | -59.6% | +33.9% | -16.2% |
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