+1,127.7%
RSP vs JBLU
-66.6%
+1,194.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.8% | -3.5% | +2.8% | -0.1% |
| 30D | -0.3% | -27.2% | +26.9% | +6.0% |
| 3M | +4.3% | -4.3% | +8.6% | +4.1% |
| 6M | +8.8% | -8.3% | +17.1% | +8.0% |
| YTD | +15.3% | +1.8% | +13.5% | +10.9% |
| 1Y | +18.3% | -9.0% | +27.3% | +15.8% |
| 3Y | +52.8% | -21.9% | +74.7% | +37.6% |
| 5Y | +51.7% | -69.0% | +120.7% | +62.5% |
| 10Y | +208.5% | -70.8% | +279.3% | +204.0% |
| All | +1,127.7% | -66.6% | +1,194.4% | +681.4% |
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