-72.1%
JBLU vs MKTX
+1,442.6%
-1,514.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | -23.9% | +0.7% | -24.6% | -24.0% |
| 3M | -11.6% | +40.8% | -52.4% | -21.2% |
| 6M | -0.2% | -8.0% | +7.8% | +0.8% |
| YTD | -3.3% | -8.7% | +5.4% | -2.4% |
| 1Y | -15.4% | -11.8% | -3.5% | -13.9% |
| 3Y | -14.7% | -24.0% | +9.3% | -13.5% |
| 5Y | -70.0% | -60.3% | -9.7% | -63.3% |
| 10Y | -72.9% | +5.0% | -77.8% | -78.7% |
| All | -72.1% | +1,442.6% | -1,514.7% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling