-15.4%
JBLU vs MOD
+25.0%
-40.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.4% |
| 30D | -23.9% | -5.1% | -18.7% | -23.2% |
| 3M | -11.6% | -30.3% | +18.6% | -5.9% |
| 6M | -0.2% | -5.6% | +5.4% | -1.9% |
| YTD | -3.3% | +41.8% | -45.1% | -11.4% |
| 1Y | -15.4% | +28.9% | -44.3% | -22.3% |
| All | -15.4% | +25.0% | -40.3% | -22.3% |
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 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