+116.4%
DOCN vs JBLU
-12.5%
+129.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +11.9% | -19.1% | -8.6% |
| 7D | -20.0% | +24.9% | -44.9% | -22.6% |
| 30D | -38.8% | -12.3% | -26.5% | -38.8% |
| 3M | -34.8% | -44.5% | +9.6% | -33.4% |
| 6M | -22.8% | -25.7% | +2.9% | -23.6% |
| YTD | +74.6% | -21.8% | +96.4% | +50.2% |
| 1Y | +116.4% | -12.7% | +129.2% | +62.7% |
| All | +116.4% | -12.5% | +129.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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