-65.3%
JBLU vs DOC
+326.1%
-391.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.4% |
| 7D | -3.5% | -1.5% | -2.1% | -2.8% |
| 30D | -27.2% | -4.8% | -22.4% | -25.3% |
| 3M | -4.3% | +6.9% | -11.2% | -7.8% |
| 6M | -8.3% | +20.7% | -29.1% | -17.5% |
| YTD | +1.8% | +34.1% | -32.4% | -13.6% |
| 1Y | -9.0% | +22.6% | -31.7% | -19.0% |
| 3Y | -21.9% | +20.8% | -42.7% | -29.7% |
| 5Y | -69.0% | -24.9% | -44.1% | -64.7% |
| 10Y | -70.8% | -1.8% | -69.0% | -72.3% |
| All | -65.3% | +326.1% | -391.4% | -86.5% |
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