-74.7%
NKE vs JBLU
-70.3%
-4.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -5.0% | +0.8% | -3.2% |
| 30D | -8.2% | -23.9% | +15.7% | -3.3% |
| 3M | -19.1% | -11.6% | -7.4% | -17.8% |
| 6M | -32.6% | -0.2% | -32.4% | -34.1% |
| YTD | -40.7% | -3.3% | -37.4% | -42.0% |
| 1Y | -48.9% | -15.4% | -33.5% | -48.9% |
| 3Y | -59.2% | -14.7% | -44.5% | -64.2% |
| All | -74.7% | -70.3% | -4.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling