+1,144.5%
RSP vs JBLU
-72.9%
+1,217.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | +4.3% | +24.9% | -20.6% | -1.3% |
| 3M | -0.3% | -35.2% | +34.8% | +7.1% |
| 6M | +9.8% | -20.0% | +29.8% | +11.8% |
| YTD | +16.8% | -17.4% | +34.2% | +15.6% |
| 1Y | +19.5% | -13.0% | +32.5% | +16.8% |
| 3Y | +65.1% | -5.3% | +70.4% | +40.4% |
| 5Y | +48.7% | -75.2% | +123.9% | +64.9% |
| 10Y | +213.6% | -80.5% | +294.0% | +232.6% |
| All | +1,144.5% | -72.9% | +1,217.4% | +714.8% |
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