-65.3%
JBLU vs URI
+3,693.9%
-3,759.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -3.5% | -2.0% | -1.6% | -2.9% |
| 30D | -27.2% | -12.9% | -14.3% | -23.5% |
| 3M | -4.3% | -6.7% | +2.4% | -2.4% |
| 6M | -8.3% | +19.0% | -27.3% | -15.1% |
| YTD | +1.8% | +25.5% | -23.8% | -8.0% |
| 1Y | -9.0% | +5.5% | -14.6% | -12.4% |
| 3Y | -21.9% | +111.3% | -133.2% | -41.9% |
| 5Y | -69.0% | +198.6% | -267.6% | -79.6% |
| 10Y | -70.8% | +1,179.9% | -1,250.7% | -88.3% |
| All | -65.3% | +3,693.9% | -3,759.2% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling