-53.1%
DOCS vs JBLU
-75.1%
+22.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.2% | +1.0% |
| 7D | +0.1% | +9.2% | -9.1% | -1.8% |
| 30D | +8.7% | +13.7% | -5.1% | +5.0% |
| 3M | +32.9% | -34.1% | +66.9% | +42.8% |
| 6M | +25.5% | -19.5% | +45.0% | +27.8% |
| YTD | -25.0% | -16.3% | -8.8% | -26.7% |
| 1Y | -34.9% | -13.4% | -21.4% | -36.9% |
| 3Y | +39.3% | -1.6% | +40.9% | +1.0% |
| All | -53.1% | -75.1% | +22.0% | -36.4% |
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 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