+16.7%
JBLU vs UVXY
-100.0%
+116.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.8% |
| 7D | -5.0% | +2.8% | -7.8% | -4.5% |
| 30D | -23.9% | -11.4% | -12.5% | -25.1% |
| 3M | -11.6% | -41.5% | +29.9% | -17.6% |
| 6M | -0.2% | -61.0% | +60.8% | -10.3% |
| YTD | -3.3% | -49.8% | +46.6% | -7.8% |
| 1Y | -15.4% | -66.4% | +51.1% | -22.6% |
| 3Y | -14.7% | -94.8% | +80.0% | -26.1% |
| 5Y | -70.0% | -99.7% | +29.7% | -79.2% |
| 10Y | -72.9% | -100.0% | +27.1% | -87.2% |
| All | +16.7% | -100.0% | +116.7% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling