-80.5%
JBLU vs DOCU
+112.5%
-193.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +2.5% | +4.1% | -1.6% | +1.8% |
| 30D | +24.9% | +7.4% | +17.6% | +23.3% |
| 3M | -35.2% | +26.0% | -61.2% | -37.9% |
| 6M | -20.0% | +79.2% | -99.2% | -27.9% |
| YTD | -17.4% | +18.1% | -35.4% | -21.0% |
| 1Y | -13.0% | +20.5% | -33.5% | -17.2% |
| 3Y | -5.3% | +96.4% | -101.7% | -17.6% |
| 5Y | -75.2% | -69.5% | -5.7% | -77.3% |
| All | -80.5% | +112.5% | -193.0% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling