-22.7%
NFLX vs JBLU
+2.6%
-25.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | -8.1% | -5.6% | -2.5% | -7.7% |
| 30D | -0.3% | -22.3% | +22.0% | +1.3% |
| 3M | -6.6% | -11.0% | +4.4% | -5.8% |
| 6M | -22.7% | -3.1% | -19.6% | -23.4% |
| All | -22.7% | +2.6% | -25.2% | -23.4% |
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