-18.6%
JBLU vs MKTX
+5.2%
-23.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | +14.4% | +0.4% | +14.1% | +14.4% |
| 30D | -13.4% | +0.9% | -14.3% | -13.5% |
| 3M | -45.1% | +2.4% | -47.5% | -45.3% |
| 6M | -27.9% | +10.6% | -38.4% | -32.6% |
| YTD | -23.3% | -7.3% | -16.0% | -28.4% |
| 1Y | -18.6% | +4.8% | -23.5% | -23.3% |
| All | -18.6% | +5.2% | -23.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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