-1.0%
JBLU vs DOC
+49.4%
-50.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.2% |
| 7D | +24.3% | +5.9% | +18.4% | +20.0% |
| 30D | +2.6% | +10.3% | -7.7% | -4.1% |
| 3M | -35.1% | -2.2% | -32.9% | -34.1% |
| 6M | -22.9% | +8.2% | -31.1% | -27.1% |
| YTD | -13.4% | +35.4% | -48.8% | -31.1% |
| 1Y | -10.9% | +23.6% | -34.5% | -24.2% |
| 3Y | -1.0% | +57.3% | -58.3% | -33.8% |
| All | -1.0% | +49.4% | -50.4% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling