-0.4%
ROL vs JBLU
-15.9%
+15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | -3.2% | -4.8% | +1.6% | -3.1% |
| 30D | -6.6% | -24.4% | +17.8% | -5.9% |
| 3M | -27.3% | -4.8% | -22.5% | -27.3% |
| 6M | -38.1% | -0.5% | -37.6% | -38.2% |
| YTD | -41.8% | -3.5% | -38.2% | -41.9% |
| 1Y | -37.8% | -13.6% | -24.2% | -37.8% |
| All | -0.4% | -15.9% | +15.5% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling