+273.4%
UAL vs JBLU
-65.3%
+338.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | +2.3% | +12.9% | -10.7% | -6.9% |
| 30D | +13.3% | +11.0% | +2.3% | -0.6% |
| 3M | -6.3% | -30.8% | +24.5% | +18.2% |
| 6M | +22.5% | -19.0% | +41.5% | +32.8% |
| YTD | +5.9% | -11.6% | +17.5% | -0.2% |
| 1Y | +24.7% | -7.4% | +32.0% | +13.0% |
| 3Y | +211.6% | +3.9% | +207.7% | +53.9% |
| 5Y | +130.6% | -73.9% | +204.4% | +257.7% |
| 10Y | +96.5% | -79.1% | +175.6% | +255.1% |
| All | +273.4% | -65.3% | +338.7% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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