-18.6%
JBLU vs NYT
+11.3%
-30.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | +14.4% | -5.5% | +20.0% | +15.4% |
| 30D | -13.4% | +2.7% | -16.1% | -14.4% |
| 3M | -45.1% | +0.5% | -45.6% | -45.7% |
| 6M | -27.9% | -14.6% | -13.3% | -26.2% |
| YTD | -23.3% | -4.4% | -18.9% | -17.7% |
| 1Y | -18.6% | +15.2% | -33.8% | -18.2% |
| All | -18.6% | +11.3% | -30.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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