-40.1%
JBLU vs URA
-29.0%
-11.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.4% |
| 7D | +1.1% | +8.1% | -7.0% | -1.6% |
| 30D | -25.5% | +5.8% | -31.3% | -27.0% |
| 3M | -5.0% | +3.4% | -8.5% | -6.6% |
| 6M | +0.7% | -2.6% | +3.3% | +0.2% |
| YTD | -0.7% | +11.2% | -11.8% | -6.5% |
| 1Y | -12.7% | +19.8% | -32.6% | -21.8% |
| 3Y | -12.7% | +121.5% | -134.2% | -40.3% |
| 5Y | -69.3% | +134.5% | -203.7% | -80.5% |
| 10Y | -73.0% | +376.7% | -449.7% | -87.9% |
| All | -40.1% | -29.0% | -11.1% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling