+18.9%
NET vs JBLU
-30.2%
+49.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.9% | -14.5% | -3.1% |
| 7D | -16.4% | +24.9% | -41.3% | -17.2% |
| 30D | -25.8% | -12.3% | -13.5% | -24.0% |
| 3M | -11.5% | -44.5% | +32.9% | -7.4% |
| 6M | +18.9% | -25.7% | +44.6% | +20.2% |
| All | +18.9% | -30.2% | +49.1% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling