+60.1%
DOCN vs JBLU
-68.8%
+128.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.1% | -3.5% | +4.7% | +2.2% |
| 30D | -9.6% | -27.2% | +17.6% | -0.4% |
| 3M | -37.7% | -4.3% | -33.4% | -38.7% |
| 6M | +115.2% | -8.3% | +123.5% | +107.2% |
| YTD | +133.7% | +1.8% | +132.0% | +111.8% |
| 1Y | +250.2% | -9.0% | +259.2% | +229.6% |
| 3Y | +320.3% | -21.9% | +342.2% | +227.6% |
| All | +60.1% | -68.8% | +128.9% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling