-58.0%
NCLH vs JBLU
-72.4%
+14.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -5.0% | +0.2% | -1.6% |
| 30D | -21.7% | -23.9% | +2.2% | -6.3% |
| 3M | -22.2% | -11.6% | -10.6% | -18.0% |
| 6M | -27.5% | -0.2% | -27.3% | -31.5% |
| YTD | -33.6% | -3.3% | -30.3% | -38.2% |
| 1Y | -45.0% | -15.4% | -29.6% | -44.7% |
| 3Y | -11.0% | -14.7% | +3.7% | -49.8% |
| 5Y | -39.7% | -70.0% | +30.3% | -8.4% |
| All | -58.0% | -72.4% | +14.4% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling