+3,081.2%
UNP vs JBLU
-59.3%
+3,140.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -0.7% | +1.1% | -1.9% | -1.0% |
| 30D | -1.1% | -25.5% | +24.4% | +4.4% |
| 3M | +7.9% | -5.0% | +12.9% | +7.6% |
| 6M | +14.6% | +0.7% | +14.0% | +11.5% |
| YTD | +26.6% | -0.7% | +27.2% | +22.3% |
| 1Y | +35.6% | -12.7% | +48.3% | +33.6% |
| 3Y | +45.5% | -12.7% | +58.2% | +27.9% |
| 5Y | +50.0% | -69.3% | +119.3% | +59.3% |
| 10Y | +271.8% | -73.0% | +344.8% | +270.0% |
| All | +3,081.2% | -59.3% | +3,140.5% | +1,989.4% |
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