-67.0%
JBLU vs NYT
+93.1%
-160.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | -23.9% | +4.6% | -28.5% | -25.2% |
| 3M | -11.6% | -9.6% | -2.1% | -8.8% |
| 6M | -0.2% | -14.0% | +13.8% | +5.0% |
| YTD | -3.3% | -2.8% | -0.5% | -3.4% |
| 1Y | -15.4% | +15.6% | -31.0% | -21.0% |
| 3Y | -14.7% | +56.3% | -71.0% | -29.8% |
| 5Y | -70.0% | +39.5% | -109.5% | -74.8% |
| 10Y | -72.9% | +488.0% | -560.9% | -87.4% |
| All | -67.0% | +93.1% | -160.1% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling