-48.1%
DOCS vs JBLU
-13.6%
-34.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.2% |
| 7D | -0.8% | +28.8% | -29.5% | -1.7% |
| 30D | +17.4% | -7.6% | +25.0% | +16.9% |
| 3M | +57.4% | -40.7% | +98.1% | +57.9% |
| 6M | +26.5% | -27.2% | +53.7% | +27.2% |
| YTD | -26.6% | -19.3% | -7.2% | -28.6% |
| 1Y | -48.1% | -13.6% | -34.4% | -48.8% |
| All | -48.1% | -13.6% | -34.4% | -48.8% |
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 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