-74.2%
JBLU vs DOC
-20.0%
-54.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +25.8% | +4.3% | +21.4% | +22.4% |
| 30D | +4.2% | +9.2% | -5.0% | -2.3% |
| 3M | -29.1% | -0.8% | -28.2% | -28.8% |
| 6M | -21.7% | +7.1% | -28.8% | -25.8% |
| YTD | -12.1% | +34.0% | -46.1% | -30.3% |
| 1Y | -9.3% | +23.2% | -32.5% | -23.6% |
| 3Y | +3.4% | +53.6% | -50.2% | -26.5% |
| 5Y | -74.2% | -20.4% | -53.8% | -70.4% |
| All | -74.2% | -20.0% | -54.2% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling