-70.0%
JBLU vs UPST
-1.6%
-68.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.1% |
| 7D | -5.0% | -8.8% | +3.8% | -3.7% |
| 30D | -23.9% | -12.1% | -11.8% | -22.5% |
| 3M | -11.6% | -19.5% | +7.9% | -8.9% |
| 6M | -0.2% | -6.8% | +6.6% | +0.6% |
| YTD | -3.3% | -41.5% | +38.2% | +3.3% |
| 1Y | -15.4% | -58.9% | +43.5% | -6.0% |
| 3Y | -14.7% | -15.2% | +0.4% | -18.1% |
| 5Y | -70.0% | -90.5% | +20.5% | -72.0% |
| All | -70.0% | -1.6% | -68.4% | -69.3% |
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