-71.4%
JBLU vs MOD
+1,517.1%
-1,588.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.2% |
| 7D | -5.6% | +3.6% | -9.2% | -6.5% |
| 30D | -22.3% | -2.6% | -19.7% | -22.0% |
| 3M | -11.0% | -33.1% | +22.2% | -2.5% |
| 6M | -3.1% | -7.5% | +4.4% | -3.9% |
| YTD | -3.7% | +39.3% | -43.0% | -15.5% |
| 1Y | -14.8% | +34.3% | -49.0% | -25.8% |
| 3Y | -15.4% | +296.2% | -311.6% | -52.2% |
| 5Y | -71.4% | +1,504.6% | -1,575.9% | -91.4% |
| All | -71.4% | +1,517.1% | -1,588.5% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling