+105.1%
DOCN vs JBLU
-79.5%
+184.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.4% |
| 7D | +3.7% | +12.9% | -9.2% | -0.1% |
| 30D | -33.7% | +11.0% | -44.7% | -36.4% |
| 3M | -27.9% | -30.8% | +2.9% | -19.9% |
| 6M | -46.4% | -19.0% | -27.5% | -45.3% |
| YTD | +81.1% | -11.6% | +92.8% | +70.6% |
| 1Y | +74.3% | -7.4% | +81.7% | +61.0% |
| 3Y | +245.8% | +3.9% | +242.0% | +122.0% |
| 5Y | -23.7% | -73.9% | +50.1% | +1.9% |
| All | +105.1% | -79.5% | +184.5% | +177.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling