+138.6%
NOK vs JBLU
-72.4%
+210.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -5.0% | +15.9% | +11.8% |
| 30D | +7.8% | -23.9% | +31.7% | +12.4% |
| 3M | -21.0% | -11.6% | -9.4% | -19.9% |
| 6M | +40.9% | -0.2% | +41.1% | +38.5% |
| YTD | +72.0% | -3.3% | +75.3% | +68.5% |
| 1Y | +140.9% | -15.4% | +156.3% | +139.4% |
| 3Y | +194.3% | -14.7% | +209.0% | +164.4% |
| 5Y | +112.5% | -70.0% | +182.6% | +128.7% |
| All | +138.6% | -72.4% | +210.9% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling