-70.1%
JBLU vs URI
+196.6%
-266.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +2.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | -24.4% | -13.4% | -11.1% | -18.2% |
| 3M | -4.8% | -6.2% | +1.4% | -2.4% |
| 6M | -0.5% | +28.0% | -28.4% | -16.8% |
| YTD | -3.5% | +23.0% | -26.5% | -18.3% |
| 1Y | -13.6% | +5.5% | -19.1% | -19.7% |
| 3Y | -15.3% | +119.2% | -134.4% | -53.1% |
| 5Y | -70.1% | +201.0% | -271.1% | -87.5% |
| All | -70.1% | +196.6% | -266.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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