-62.8%
JBLU vs UUUU
-92.5%
+29.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | +0.8% |
| 7D | -4.8% | -5.0% | +0.2% | -4.4% |
| 30D | -24.4% | -7.8% | -16.7% | -24.0% |
| 3M | -4.8% | -0.4% | -4.3% | -5.0% |
| 6M | -0.5% | -32.9% | +32.4% | +2.1% |
| YTD | -3.5% | -6.3% | +2.7% | -4.6% |
| 1Y | -13.6% | +7.9% | -21.5% | -16.6% |
| 3Y | -15.3% | +85.2% | -100.4% | -24.3% |
| 5Y | -70.1% | +97.0% | -167.1% | -74.1% |
| 10Y | -72.9% | +492.6% | -565.5% | -79.6% |
| All | -62.8% | -92.5% | +29.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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