+115.0%
UMC vs JBLU
-12.5%
+127.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.9% | -14.0% | -3.8% |
| 7D | -14.7% | +24.9% | -39.6% | -17.6% |
| 30D | -32.9% | -12.3% | -20.5% | -31.6% |
| 3M | -22.2% | -44.5% | +22.3% | -15.9% |
| 6M | +25.9% | -25.7% | +51.6% | +30.9% |
| YTD | +107.9% | -21.8% | +129.7% | +108.3% |
| 1Y | +115.0% | -12.7% | +127.8% | +107.5% |
| All | +115.0% | -12.5% | +127.6% | +107.5% |
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