+5,807.7%
ROST vs JBLU
-60.6%
+5,868.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -2.2% | -5.6% | +3.4% | -1.0% |
| 30D | -11.4% | -22.3% | +10.9% | -6.5% |
| 3M | -1.6% | -11.0% | +9.3% | -0.2% |
| 6M | +6.8% | -3.1% | +9.9% | +5.0% |
| YTD | +25.8% | -3.7% | +29.5% | +22.4% |
| 1Y | +52.4% | -14.8% | +67.2% | +51.3% |
| 3Y | +94.4% | -15.4% | +109.8% | +68.9% |
| 5Y | +108.2% | -71.4% | +179.6% | +128.8% |
| 10Y | +308.5% | -73.0% | +381.5% | +320.0% |
| All | +5,807.7% | -60.6% | +5,868.3% | +4,157.1% |
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 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