-74.0%
DOCS vs JBLU
-69.9%
-4.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.4% | -4.9% | -6.9% |
| 7D | -7.3% | +1.1% | -8.4% | -7.5% |
| 30D | -10.9% | -25.5% | +14.7% | -5.6% |
| 3M | +20.3% | -5.0% | +25.3% | +20.5% |
| 6M | -3.6% | +0.7% | -4.3% | -6.6% |
| YTD | -44.9% | -0.7% | -44.2% | -47.2% |
| 1Y | -64.9% | -12.7% | -52.1% | -65.6% |
| 3Y | +7.6% | -12.7% | +20.4% | -12.4% |
| 5Y | -74.0% | -69.3% | -4.7% | -68.5% |
| All | -74.0% | -69.9% | -4.1% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling