-14.7%
JBLU vs URA
+101.1%
-115.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | -5.0% | -5.5% | +0.5% | -3.7% |
| 30D | -23.9% | -3.7% | -20.2% | -23.3% |
| 3M | -11.6% | -2.9% | -8.7% | -11.3% |
| 6M | -0.2% | -15.2% | +15.0% | +2.7% |
| YTD | -3.3% | +1.9% | -5.2% | -5.0% |
| 1Y | -15.4% | +6.9% | -22.3% | -19.3% |
| 3Y | -14.7% | +99.6% | -114.3% | -29.2% |
| All | -14.7% | +101.1% | -115.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling