-74.3%
JBLU vs UPST
-24.8%
-49.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.6% |
| 7D | +2.5% | -10.6% | +13.1% | +4.1% |
| 30D | +24.9% | -14.0% | +38.9% | +27.7% |
| 3M | -35.2% | -36.8% | +1.7% | -30.7% |
| 6M | -20.0% | -27.5% | +7.5% | -16.2% |
| YTD | -17.4% | -55.3% | +37.9% | -8.2% |
| 1Y | -13.0% | -47.5% | +34.6% | -5.5% |
| 3Y | -5.3% | -10.4% | +5.1% | -7.7% |
| 5Y | -75.2% | -92.6% | +17.4% | -75.9% |
| All | -74.3% | -24.8% | -49.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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