-12.7%
JBLU vs MOD
-33.0%
+20.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -21.4% | +33.4% | +15.9% |
| 7D | +24.9% | -31.3% | +56.2% | +33.7% |
| 30D | -12.3% | -46.1% | +33.8% | -0.7% |
| 3M | -44.5% | -51.1% | +6.7% | -36.1% |
| 6M | -25.7% | -62.1% | +36.4% | -11.5% |
| YTD | -21.8% | -26.2% | +4.4% | -16.5% |
| 1Y | -12.7% | -32.6% | +19.8% | -7.8% |
| All | -12.7% | -33.0% | +20.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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