+1,386.6%
NTAP vs JBLU
-60.6%
+1,447.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.6% |
| 7D | +2.2% | -5.6% | +7.8% | +3.6% |
| 30D | -7.0% | -22.3% | +15.3% | -1.6% |
| 3M | +12.3% | -11.0% | +23.3% | +13.8% |
| 6M | +85.1% | -3.1% | +88.2% | +80.7% |
| YTD | +74.8% | -3.7% | +78.5% | +68.7% |
| 1Y | +52.7% | -14.8% | +67.5% | +51.0% |
| 3Y | +147.7% | -15.4% | +163.1% | +113.8% |
| 5Y | +124.8% | -71.4% | +196.2% | +147.4% |
| 10Y | +589.7% | -73.0% | +662.7% | +594.3% |
| All | +1,386.6% | -60.6% | +1,447.2% | +844.0% |
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