-67.1%
JBLU vs NSC
+2,176.3%
-2,243.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.8% | -1.4% | -3.4% | -3.9% |
| 30D | -24.4% | -3.4% | -21.1% | -22.9% |
| 3M | -4.8% | +5.1% | -9.8% | -8.3% |
| 6M | -0.5% | +9.2% | -9.7% | -6.6% |
| YTD | -3.5% | +13.4% | -16.9% | -11.4% |
| 1Y | -13.6% | +20.8% | -34.4% | -23.7% |
| 3Y | -15.3% | +76.1% | -91.3% | -40.8% |
| 5Y | -70.1% | +45.3% | -115.4% | -76.7% |
| 10Y | -72.9% | +335.7% | -408.7% | -89.3% |
| All | -67.1% | +2,176.3% | -2,243.3% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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