-14.7%
JBLU vs MKTX
-25.3%
+10.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | -0.2% | -4.7% | -5.0% |
| 30D | -23.9% | +0.7% | -24.6% | -23.9% |
| 3M | -11.6% | +40.8% | -52.4% | -12.4% |
| 6M | -0.2% | -8.0% | +7.8% | -2.6% |
| YTD | -3.3% | -8.7% | +5.4% | -5.4% |
| 1Y | -15.4% | -11.8% | -3.5% | -17.3% |
| 3Y | -14.7% | -24.0% | +9.3% | -21.1% |
| All | -14.7% | -25.3% | +10.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling