+74.5%
UBER vs JBLU
-76.0%
+150.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -4.5% | -4.8% | +0.3% | -3.2% |
| 30D | -7.6% | -24.4% | +16.8% | -0.5% |
| 3M | +5.8% | -4.8% | +10.5% | +5.7% |
| 6M | +0.3% | -0.5% | +0.7% | -3.1% |
| YTD | -11.2% | -3.5% | -7.7% | -14.9% |
| 1Y | -23.0% | -13.6% | -9.4% | -24.4% |
| 3Y | +53.6% | -15.3% | +68.8% | +22.5% |
| 5Y | +81.9% | -70.1% | +152.0% | +115.8% |
| All | +74.5% | -76.0% | +150.5% | +124.7% |
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