-70.7%
JBLU vs NYT
+38.8%
-109.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | 0.0% |
| 7D | -5.0% | -0.6% | -4.4% | -4.7% |
| 30D | -23.9% | +4.6% | -28.5% | -25.4% |
| 3M | -11.6% | -9.6% | -2.1% | -8.4% |
| 6M | -0.2% | -14.0% | +13.8% | +5.9% |
| YTD | -3.3% | -2.8% | -0.5% | -3.6% |
| 1Y | -15.4% | +15.6% | -31.0% | -22.6% |
| 3Y | -14.7% | +56.3% | -71.0% | -34.4% |
| All | -70.7% | +38.8% | -109.5% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling