+45.4%
NU vs JBLU
-69.2%
+114.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.2% | -4.8% | +0.6% | -3.0% |
| 30D | +10.0% | -24.4% | +34.5% | +18.2% |
| 3M | +29.3% | -4.8% | +34.0% | +29.3% |
| 6M | +0.9% | -0.5% | +1.4% | -1.4% |
| YTD | -10.3% | -3.5% | -6.8% | -13.2% |
| 1Y | -3.2% | -13.6% | +10.4% | -4.2% |
| 3Y | +120.6% | -15.3% | +135.8% | +69.9% |
| All | +45.4% | -69.2% | +114.6% | +132.4% |
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 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