+84.2%
DOCN vs JBLU
-79.9%
+164.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.4% | +0.7% | +5.7% |
| 7D | -12.8% | +24.3% | -37.1% | -19.0% |
| 30D | -41.9% | +2.6% | -44.5% | -42.9% |
| 3M | -36.9% | -35.1% | -1.8% | -28.7% |
| 6M | -52.2% | -22.9% | -29.3% | -50.4% |
| YTD | +62.7% | -13.4% | +76.1% | +54.3% |
| 1Y | +58.2% | -10.9% | +69.1% | +48.1% |
| 3Y | +219.5% | -1.0% | +220.5% | +109.7% |
| 5Y | -32.9% | -75.2% | +42.4% | -9.4% |
| All | +84.2% | -79.9% | +164.1% | +150.9% |
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