+3,736.2%
ROL vs JBLU
-60.6%
+3,796.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -3.3% | -5.6% | +2.3% | -2.5% |
| 30D | -7.2% | -22.3% | +15.1% | -4.0% |
| 3M | -27.0% | -11.0% | -16.0% | -26.4% |
| 6M | -39.5% | -3.1% | -36.4% | -40.3% |
| YTD | -41.8% | -3.7% | -38.1% | -42.9% |
| 1Y | -38.9% | -14.8% | -24.1% | -39.2% |
| 3Y | -0.4% | -15.4% | +15.1% | -9.7% |
| 5Y | -4.2% | -71.4% | +67.2% | +0.9% |
| 10Y | +208.2% | -73.0% | +281.2% | +193.2% |
| All | +3,736.2% | -60.6% | +3,796.8% | +2,340.3% |
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