-73.8%
JBLU vs UL
+66.7%
-140.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -5.0% | -3.4% | -1.6% | -3.8% |
| 30D | -23.9% | +0.5% | -24.4% | -24.0% |
| 3M | -11.6% | +7.2% | -18.9% | -13.7% |
| 6M | -0.2% | -3.1% | +2.8% | +0.7% |
| YTD | -3.3% | -2.7% | -0.6% | -2.5% |
| 1Y | -15.4% | -10.2% | -5.1% | -12.5% |
| 3Y | -14.7% | +20.3% | -35.0% | -21.5% |
| 5Y | -70.0% | +19.9% | -90.0% | -72.9% |
| All | -73.8% | +66.7% | -140.5% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling