-0.3%
DOCS vs JBLU
-10.8%
+10.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -1.4% | -3.5% | +2.1% | -1.4% |
| 30D | +21.8% | -27.2% | +49.0% | +23.0% |
| 3M | +27.3% | -4.3% | +31.6% | +28.9% |
| 6M | -0.3% | -8.3% | +8.0% | +1.3% |
| All | -0.3% | -10.8% | +10.4% | +1.3% |
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