-51.2%
NRG vs JBLU
-13.4%
-37.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +11.9% | -25.5% | -14.6% |
| 7D | -13.7% | +24.9% | -38.6% | -16.1% |
| 30D | -13.6% | -12.3% | -1.3% | -12.4% |
| 3M | -28.5% | -44.5% | +15.9% | -23.6% |
| 6M | -45.8% | -25.7% | -20.1% | -44.7% |
| YTD | -46.9% | -21.8% | -25.2% | -47.3% |
| All | -51.2% | -13.4% | -37.8% | -53.1% |
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