-18.6%
JBLU vs NUE
+72.6%
-91.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | +2.8% |
| 7D | +14.4% | -10.8% | +25.2% | +21.9% |
| 30D | -13.4% | -2.1% | -11.3% | -12.2% |
| 3M | -45.1% | -10.4% | -34.8% | -41.7% |
| 6M | -27.9% | +6.4% | -34.3% | -32.0% |
| YTD | -23.3% | +51.9% | -75.2% | -44.9% |
| 1Y | -18.6% | +71.1% | -89.8% | -46.1% |
| All | -18.6% | +72.6% | -91.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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