-11.0%
NCLH vs JBLU
-15.7%
+4.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -5.0% | +0.2% | -3.3% |
| 30D | -21.7% | -23.9% | +2.2% | -15.0% |
| 3M | -22.2% | -11.6% | -10.6% | -19.9% |
| 6M | -27.5% | -0.2% | -27.3% | -28.1% |
| YTD | -33.6% | -3.3% | -30.3% | -34.0% |
| 1Y | -45.0% | -15.4% | -29.6% | -43.6% |
| 3Y | -11.0% | -14.7% | +3.7% | -19.7% |
| All | -11.0% | -15.7% | +4.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling