+103.1%
DOCN vs JBLU
-80.8%
+183.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.7% |
| 7D | +19.1% | +2.5% | +16.6% | +18.1% |
| 30D | -21.0% | +24.9% | -45.9% | -27.4% |
| 3M | -34.7% | -35.2% | +0.4% | -26.1% |
| 6M | -45.8% | -20.0% | -25.8% | -44.6% |
| YTD | +79.4% | -17.4% | +96.7% | +72.5% |
| 1Y | +91.0% | -13.0% | +104.0% | +79.7% |
| 3Y | +237.5% | -5.3% | +242.7% | +124.5% |
| 5Y | -30.4% | -75.2% | +44.8% | -5.2% |
| All | +103.1% | -80.8% | +183.9% | +180.6% |
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