+65.1%
RSP vs JBLU
-1.8%
+67.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | +4.3% | +24.9% | -20.6% | +1.8% |
| 3M | -0.3% | -35.2% | +34.8% | +3.3% |
| 6M | +9.8% | -20.0% | +29.8% | +11.0% |
| YTD | +16.8% | -17.4% | +34.2% | +16.7% |
| 1Y | +19.5% | -13.0% | +32.5% | +18.6% |
| 3Y | +65.1% | -5.3% | +70.4% | +56.5% |
| All | +65.1% | -1.8% | +67.0% | +56.5% |
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 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