-11.5%
NET vs JBLU
-44.7%
+33.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.9% | -14.5% | -2.9% |
| 7D | -16.4% | +24.9% | -41.3% | -16.9% |
| 30D | -25.8% | -12.3% | -13.5% | -19.3% |
| 3M | -11.5% | -44.5% | +32.9% | +3.9% |
| All | -11.5% | -44.7% | +33.2% | +3.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling