+207.2%
UMC vs JBLU
-14.6%
+221.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.1% | +4.5% |
| 7D | +5.0% | -3.5% | +8.5% | +5.4% |
| 30D | +7.7% | -27.2% | +34.9% | +12.0% |
| 3M | +1.7% | -4.3% | +6.0% | +1.8% |
| 6M | +113.9% | -8.3% | +122.2% | +112.1% |
| YTD | +168.9% | +1.8% | +167.1% | +162.1% |
| 1Y | +207.2% | -9.0% | +216.2% | +200.8% |
| All | +207.2% | -14.6% | +221.8% | +200.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling