+206.6%
ROL vs JBLU
-72.4%
+279.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | -5.0% | +1.8% | -2.9% |
| 30D | -4.9% | -23.9% | +19.0% | -3.6% |
| 3M | -25.8% | -11.6% | -14.2% | -25.5% |
| 6M | -37.6% | -0.2% | -37.3% | -37.9% |
| YTD | -41.5% | -3.3% | -38.2% | -41.9% |
| 1Y | -39.5% | -15.4% | -24.1% | -39.5% |
| 3Y | +0.1% | -14.7% | +14.9% | -3.4% |
| 5Y | -4.6% | -70.0% | +65.4% | -2.7% |
| All | +206.6% | -72.4% | +279.0% | +219.1% |
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