-67.3%
JBLU vs NDAQ
+2,193.0%
-2,260.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.0% | -5.6% | +0.6% | -2.8% |
| 30D | -23.9% | -4.4% | -19.5% | -22.6% |
| 3M | -11.6% | +5.9% | -17.5% | -13.8% |
| 6M | -0.2% | +7.7% | -8.0% | -3.3% |
| YTD | -3.3% | -5.2% | +1.9% | -1.9% |
| 1Y | -15.4% | -3.4% | -12.0% | -14.8% |
| 3Y | -14.7% | +85.6% | -100.4% | -32.8% |
| 5Y | -70.0% | +49.5% | -119.5% | -74.5% |
| 10Y | -72.9% | +366.4% | -439.3% | -85.0% |
| All | -67.3% | +2,193.0% | -2,260.3% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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