+26.5%
DOCS vs JBLU
-27.9%
+54.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.5% |
| 7D | -0.8% | +28.8% | -29.5% | -2.9% |
| 30D | +17.4% | -7.6% | +25.0% | +17.4% |
| 3M | +57.4% | -40.7% | +98.1% | +61.4% |
| 6M | +26.5% | -27.2% | +53.7% | +31.1% |
| All | +26.5% | -27.9% | +54.4% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling