+212.2%
DOCN vs JBLU
-77.6%
+289.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.7% |
| 7D | +26.5% | -5.6% | +32.1% | +28.6% |
| 30D | +2.3% | -22.3% | +24.6% | +10.2% |
| 3M | -21.2% | -11.0% | -10.2% | -20.7% |
| 6M | +130.6% | -3.1% | +133.7% | +117.7% |
| YTD | +175.7% | -3.7% | +179.4% | +154.7% |
| 1Y | +286.6% | -14.8% | +301.4% | +272.0% |
| 3Y | +394.1% | -15.4% | +409.6% | +267.8% |
| 5Y | +92.1% | -71.4% | +163.4% | +150.9% |
| All | +212.2% | -77.6% | +289.8% | +314.4% |
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