-48.9%
NKE vs JBLU
-14.6%
-34.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -5.0% | +0.8% | -3.4% |
| 30D | -8.2% | -23.9% | +15.7% | -4.4% |
| 3M | -19.1% | -11.6% | -7.4% | -18.3% |
| 6M | -32.6% | -0.2% | -32.4% | -33.8% |
| YTD | -40.7% | -3.3% | -37.4% | -40.7% |
| 1Y | -48.9% | -15.4% | -33.5% | -51.0% |
| All | -48.9% | -14.6% | -34.3% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling