-71.4%
JBLU vs UPST
-90.4%
+19.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.3% |
| 7D | -5.6% | -8.1% | +2.5% | -4.0% |
| 30D | -22.3% | -14.3% | -8.0% | -20.0% |
| 3M | -11.0% | -16.6% | +5.7% | -7.6% |
| 6M | -3.1% | -7.3% | +4.2% | -2.0% |
| YTD | -3.7% | -40.8% | +37.1% | +5.2% |
| 1Y | -14.8% | -62.4% | +47.6% | +0.3% |
| 3Y | -15.4% | -15.3% | -0.1% | -22.3% |
| 5Y | -71.4% | -91.1% | +19.7% | -71.3% |
| All | -71.4% | -90.4% | +19.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling