-24.3%
DOCN vs JBLU
-75.1%
+50.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.2% | +8.6% | +5.1% |
| 7D | +27.4% | +9.2% | +18.2% | +23.7% |
| 30D | -29.7% | +13.7% | -43.5% | -33.3% |
| 3M | -32.5% | -34.1% | +1.6% | -23.6% |
| 6M | -42.2% | -19.5% | -22.7% | -41.0% |
| YTD | +87.2% | -16.3% | +103.4% | +78.5% |
| 1Y | +86.2% | -13.4% | +99.6% | +74.9% |
| 3Y | +257.4% | -1.6% | +259.0% | +117.7% |
| All | -24.3% | -75.1% | +50.8% | +22.9% |
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 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