-14.7%
JBLU vs UVXY
-94.8%
+80.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -1.2% |
| 7D | -5.0% | +2.8% | -7.8% | -4.3% |
| 30D | -23.9% | -11.4% | -12.5% | -25.6% |
| 3M | -11.6% | -41.5% | +29.9% | -19.8% |
| 6M | -0.2% | -61.0% | +60.8% | -14.0% |
| YTD | -3.3% | -49.8% | +46.6% | -10.2% |
| 1Y | -15.4% | -66.4% | +51.1% | -25.4% |
| 3Y | -14.7% | -94.8% | +80.0% | -29.5% |
| All | -14.7% | -94.8% | +80.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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