-67.1%
JBLU vs UDR
+573.0%
-640.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.7% |
| 7D | -4.8% | -3.4% | -1.4% | -2.8% |
| 30D | -24.4% | -5.4% | -19.0% | -21.9% |
| 3M | -4.8% | -10.0% | +5.2% | +0.9% |
| 6M | -0.5% | -2.5% | +2.1% | +0.8% |
| YTD | -3.5% | -1.1% | -2.4% | -3.2% |
| 1Y | -13.6% | -3.9% | -9.7% | -11.9% |
| 3Y | -15.3% | +3.4% | -18.7% | -16.3% |
| 5Y | -70.1% | -18.9% | -51.2% | -66.3% |
| 10Y | -72.9% | +46.8% | -119.7% | -78.6% |
| All | -67.1% | +573.0% | -640.1% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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