+1,988.6%
NOW vs JBLU
-24.4%
+2,013.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -5.6% | +12.9% | -18.5% | -7.5% |
| 30D | -26.8% | +11.0% | -37.8% | -28.9% |
| 3M | -19.4% | -30.8% | +11.4% | -15.3% |
| 6M | +12.3% | -19.0% | +31.3% | +13.6% |
| YTD | -32.9% | -11.6% | -21.3% | -34.9% |
| 1Y | -40.3% | -7.4% | -32.9% | -42.7% |
| 3Y | -19.1% | +3.9% | -22.9% | -33.0% |
| 5Y | -24.4% | -73.9% | +49.5% | -16.9% |
| 10Y | +521.8% | -79.1% | +600.9% | +557.4% |
| All | +1,988.6% | -24.4% | +2,013.1% | +1,268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling