-12.7%
JBLU vs NTR
+36.7%
-49.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +8.0% | +13.2% |
| 7D | +24.9% | +4.3% | +20.6% | +26.5% |
| 30D | -12.3% | +2.6% | -14.9% | -11.6% |
| 3M | -44.5% | +8.5% | -53.0% | -42.4% |
| 6M | -25.7% | -3.3% | -22.3% | -25.4% |
| YTD | -21.8% | +19.6% | -41.4% | -20.7% |
| 1Y | -12.7% | +37.6% | -50.4% | -15.3% |
| All | -12.7% | +36.7% | -49.4% | -15.3% |
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