-38.3%
DOCS vs JBLU
-10.7%
-27.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -0.6% | +25.8% | -26.3% | -1.8% |
| 30D | +6.3% | +4.2% | +2.1% | +5.3% |
| 3M | +26.5% | -29.1% | +55.6% | +26.9% |
| 6M | +24.8% | -21.7% | +46.5% | +25.3% |
| YTD | -26.8% | -12.1% | -14.7% | -30.9% |
| 1Y | -38.3% | -9.3% | -29.0% | -42.6% |
| All | -38.3% | -10.7% | -27.6% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling