-12.7%
JBLU vs DOC
+21.8%
-34.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +10.5% |
| 7D | +24.9% | +8.7% | +16.2% | +20.9% |
| 30D | -12.3% | +7.6% | -20.0% | -15.3% |
| 3M | -44.5% | -5.3% | -39.2% | -42.9% |
| 6M | -25.7% | +27.6% | -53.3% | -33.3% |
| YTD | -21.8% | +32.4% | -54.2% | -30.4% |
| 1Y | -12.7% | +22.9% | -35.6% | -20.3% |
| All | -12.7% | +21.8% | -34.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling