+203.4%
RSP vs JBLU
-72.5%
+275.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.1% | -4.8% | +1.6% | -2.3% |
| 30D | -3.4% | -24.4% | +21.0% | +1.4% |
| 3M | +3.6% | -4.8% | +8.4% | +3.5% |
| 6M | +9.0% | -0.5% | +9.4% | +6.7% |
| YTD | +12.2% | -3.5% | +15.7% | +9.4% |
| 1Y | +15.6% | -13.6% | +29.1% | +14.5% |
| 3Y | +51.6% | -15.3% | +66.9% | +33.9% |
| 5Y | +50.4% | -70.1% | +120.5% | +64.1% |
| All | +203.4% | -72.5% | +275.9% | +209.6% |
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