-20.0%
JBLU vs MOD
-51.6%
+31.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +27.9% | -29.2% | -5.1% |
| 7D | +2.5% | +40.4% | -38.0% | -3.1% |
| 30D | +24.9% | -14.0% | +38.9% | +29.4% |
| 3M | -35.2% | -33.3% | -1.8% | -29.4% |
| 6M | -20.0% | -51.4% | +31.4% | -8.6% |
| All | -20.0% | -51.6% | +31.6% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling