+70.5%
DOCN vs JBLU
-81.3%
+151.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.6% | +0.9% |
| 7D | -19.2% | +28.8% | -47.9% | -26.0% |
| 30D | -43.1% | -7.6% | -35.5% | -42.2% |
| 3M | -40.7% | -40.7% | 0.0% | -31.1% |
| 6M | -55.0% | -27.2% | -27.8% | -52.5% |
| YTD | +50.6% | -19.3% | +70.0% | +46.0% |
| 1Y | +54.0% | -13.6% | +67.6% | +45.2% |
| 3Y | +203.9% | -14.7% | +218.6% | +113.7% |
| 5Y | -29.4% | -77.2% | +47.9% | -2.5% |
| All | +70.5% | -81.3% | +151.8% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling