+52.4%
RSP vs JBLU
-16.1%
+68.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -1.8% | -5.6% | +3.8% | -1.3% |
| 30D | -2.5% | -22.3% | +19.8% | -0.2% |
| 3M | +3.0% | -11.0% | +14.0% | +3.7% |
| 6M | +8.9% | -3.1% | +12.0% | +8.0% |
| YTD | +13.0% | -3.7% | +16.7% | +11.7% |
| 1Y | +16.2% | -14.8% | +31.0% | +15.9% |
| All | +52.4% | -16.1% | +68.5% | +44.1% |
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 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