-73.8%
JBLU vs MOD
+1,465.6%
-1,539.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.2% |
| 7D | -4.8% | -3.9% | -0.8% | -3.7% |
| 30D | -24.4% | -9.6% | -14.8% | -22.5% |
| 3M | -4.8% | -30.6% | +25.8% | +3.7% |
| 6M | -0.5% | -10.9% | +10.5% | -0.2% |
| YTD | -3.5% | +34.3% | -37.8% | -15.2% |
| 1Y | -13.6% | +18.3% | -31.9% | -22.5% |
| 3Y | -15.3% | +281.9% | -297.1% | -51.7% |
| 5Y | -70.1% | +1,486.4% | -1,556.5% | -89.9% |
| All | -73.8% | +1,465.6% | -1,539.4% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling