-80.3%
JBLU vs NTR
+97.9%
-178.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -23.9% | +16.8% | -40.7% | -28.6% |
| 3M | -11.6% | +20.7% | -32.4% | -18.9% |
| 6M | -0.2% | +0.5% | -0.8% | -3.2% |
| YTD | -3.3% | +29.2% | -32.5% | -17.1% |
| 1Y | -15.4% | +39.6% | -55.0% | -30.6% |
| 3Y | -14.7% | +37.9% | -52.6% | -31.5% |
| 5Y | -70.0% | +47.1% | -117.1% | -79.9% |
| All | -80.3% | +97.9% | -178.3% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling