+339.2%
UMC vs JBLU
-60.4%
+399.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +9.0% | -5.0% | +14.0% | +10.1% |
| 30D | +17.2% | -23.9% | +41.1% | +24.1% |
| 3M | +11.4% | -11.6% | +23.1% | +13.3% |
| 6M | +137.5% | -0.2% | +137.7% | +132.5% |
| YTD | +193.1% | -3.3% | +196.4% | +184.6% |
| 1Y | +240.3% | -15.4% | +255.7% | +238.3% |
| 3Y | +262.2% | -14.7% | +276.9% | +212.3% |
| 5Y | +143.1% | -70.0% | +213.2% | +164.1% |
| 10Y | +1,853.0% | -72.9% | +1,925.9% | +1,799.8% |
| All | +339.2% | -60.4% | +399.6% | +154.2% |
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