-38.0%
DOCS vs JBLU
-77.3%
+39.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.4% | -6.2% | -0.4% |
| 7D | 0.0% | +24.3% | -24.3% | -4.4% |
| 30D | +7.8% | +2.6% | +5.2% | +6.2% |
| 3M | +20.0% | -35.1% | +55.1% | +29.6% |
| 6M | +26.5% | -22.9% | +49.4% | +30.1% |
| YTD | -25.8% | -13.4% | -12.4% | -27.9% |
| 1Y | -39.5% | -10.9% | -28.6% | -41.7% |
| 3Y | +60.3% | -1.0% | +61.3% | +17.8% |
| 5Y | -57.0% | -75.2% | +18.2% | -43.8% |
| All | -38.0% | -77.3% | +39.3% | -20.8% |
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 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