+277.6%
UNP vs JBLU
-72.4%
+350.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | -5.0% | +3.2% | -1.0% |
| 30D | -2.7% | -23.9% | +21.1% | +1.6% |
| 3M | +6.5% | -11.6% | +18.1% | +7.6% |
| 6M | +14.4% | -0.2% | +14.6% | +11.8% |
| YTD | +24.8% | -3.3% | +28.1% | +21.7% |
| 1Y | +34.4% | -15.4% | +49.8% | +33.5% |
| 3Y | +43.6% | -14.7% | +58.3% | +27.4% |
| 5Y | +53.2% | -70.0% | +123.2% | +65.9% |
| All | +277.6% | -72.4% | +350.0% | +306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling