-12.7%
JBLU vs DOCU
-19.0%
+6.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.8% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -25.5% | +8.0% | -33.5% | -26.3% |
| 3M | -5.0% | +41.0% | -46.0% | -9.6% |
| 6M | +0.7% | +33.7% | -33.0% | -4.0% |
| YTD | -0.7% | -4.9% | +4.2% | +1.5% |
| 1Y | -12.7% | -20.4% | +7.6% | -6.1% |
| All | -12.7% | -19.0% | +6.3% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling