-15.1%
JBLU vs MOD
+290.9%
-306.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.3% |
| 7D | -5.6% | +3.6% | -9.2% | -6.4% |
| 30D | -22.3% | -2.6% | -19.7% | -22.0% |
| 3M | -11.0% | -33.1% | +22.2% | -3.3% |
| 6M | -3.1% | -7.5% | +4.4% | -3.8% |
| YTD | -3.7% | +39.3% | -43.0% | -14.3% |
| 1Y | -14.8% | +34.3% | -49.0% | -24.7% |
| All | -15.1% | +290.9% | -306.0% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling