+114.6%
ROST vs JBLU
-70.3%
+184.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -5.0% | +5.2% | +0.9% |
| 30D | -6.9% | -23.9% | +17.0% | -3.3% |
| 3M | -3.3% | -11.6% | +8.3% | -2.2% |
| 6M | +9.0% | -0.2% | +9.3% | +7.5% |
| YTD | +28.9% | -3.3% | +32.2% | +26.6% |
| 1Y | +54.0% | -15.4% | +69.4% | +53.6% |
| 3Y | +100.7% | -14.7% | +115.4% | +77.0% |
| All | +114.6% | -70.3% | +184.9% | +155.5% |
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