+8.9%
DOCS vs JBLU
-21.7%
+30.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -1.4% | -3.5% | +2.1% | -1.0% |
| 30D | +21.8% | -27.2% | +49.0% | +26.3% |
| 3M | +27.3% | -4.3% | +31.6% | +27.5% |
| 6M | -0.3% | -8.3% | +8.0% | -0.7% |
| YTD | -40.5% | +1.8% | -42.3% | -42.1% |
| 1Y | -61.5% | -9.0% | -52.5% | -62.1% |
| All | +8.9% | -21.7% | +30.6% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling