-12.7%
JBLU vs URA
-32.2%
+19.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.4% |
| 7D | +24.9% | -10.5% | +35.4% | +30.3% |
| 30D | -12.3% | -18.6% | +6.3% | -5.3% |
| 3M | -44.5% | -23.0% | -21.4% | -39.0% |
| 6M | -25.7% | -40.3% | +14.6% | -12.6% |
| YTD | -21.8% | -23.5% | +1.7% | -15.0% |
| 1Y | -12.7% | -31.1% | +18.4% | -2.8% |
| All | -12.7% | -32.2% | +19.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling