-9.0%
JBLU vs NTR
+43.1%
-52.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | -0.1% |
| 7D | -3.5% | +8.1% | -11.6% | -0.9% |
| 30D | -27.2% | +18.8% | -46.0% | -22.7% |
| 3M | -4.3% | +16.2% | -20.6% | +1.3% |
| 6M | -8.3% | +9.8% | -18.1% | -4.8% |
| YTD | +1.8% | +30.9% | -29.1% | +4.7% |
| 1Y | -9.0% | +41.8% | -50.8% | -9.2% |
| All | -9.0% | +43.1% | -52.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling