+240.3%
UMC vs JBLU
-14.6%
+254.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +9.0% | -5.0% | +14.0% | +9.7% |
| 30D | +17.2% | -23.9% | +41.1% | +21.3% |
| 3M | +11.4% | -11.6% | +23.1% | +12.7% |
| 6M | +137.5% | -0.2% | +137.7% | +137.2% |
| YTD | +193.1% | -3.3% | +196.4% | +187.4% |
| 1Y | +240.3% | -15.4% | +255.7% | +238.6% |
| All | +240.3% | -14.6% | +254.9% | +238.6% |
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