-41.2%
NCLH vs JBLU
-28.7%
-12.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -6.5% | -4.8% | -1.8% | -3.7% |
| 30D | -22.1% | -24.4% | +2.4% | -7.5% |
| 3M | -18.7% | -4.8% | -13.9% | -18.3% |
| 6M | -28.4% | -0.5% | -27.9% | -31.7% |
| YTD | -34.7% | -3.5% | -31.2% | -38.5% |
| 1Y | -42.7% | -13.6% | -29.1% | -42.8% |
| 3Y | -10.6% | -15.3% | +4.6% | -43.5% |
| 5Y | -40.7% | -70.1% | +29.3% | -11.9% |
| 10Y | -57.8% | -72.9% | +15.2% | -34.6% |
| All | -41.2% | -28.7% | -12.5% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling