-72.5%
JBLU vs DOC
+322.5%
-394.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.8% |
| 7D | +28.8% | +6.5% | +22.3% | +24.9% |
| 30D | -7.6% | +9.2% | -16.7% | -12.0% |
| 3M | -40.7% | -2.5% | -38.2% | -40.0% |
| 6M | -27.2% | +7.1% | -34.3% | -30.0% |
| YTD | -19.3% | +33.0% | -52.3% | -31.4% |
| 1Y | -13.6% | +23.3% | -36.9% | -23.7% |
| 3Y | -14.7% | +44.9% | -59.6% | -30.2% |
| 5Y | -77.2% | -21.6% | -55.6% | -74.6% |
| 10Y | -78.4% | +17.4% | -95.8% | -81.2% |
| All | -72.5% | +322.5% | -394.9% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling