-80.2%
JBLU vs DOCU
+110.9%
-191.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +9.2% | +1.6% | +7.6% | +8.9% |
| 30D | +13.7% | +10.8% | +2.9% | +11.6% |
| 3M | -34.1% | +38.0% | -72.0% | -37.8% |
| 6M | -19.5% | +77.4% | -96.9% | -27.3% |
| YTD | -16.3% | +17.2% | -33.4% | -19.9% |
| 1Y | -13.4% | +15.6% | -29.0% | -17.0% |
| 3Y | -1.6% | +95.6% | -97.1% | -14.3% |
| 5Y | -74.9% | -69.7% | -5.2% | -76.9% |
| All | -80.2% | +110.9% | -191.2% | -84.8% |
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