-9.3%
JBLU vs DOCU
+10.7%
-20.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +25.8% | -3.4% | +29.1% | +25.8% |
| 30D | +4.2% | +9.3% | -5.1% | +3.3% |
| 3M | -29.1% | +30.2% | -59.3% | -30.6% |
| 6M | -21.7% | +62.1% | -83.9% | -25.2% |
| YTD | -12.1% | +13.5% | -25.6% | -13.6% |
| 1Y | -9.3% | +11.5% | -20.8% | -10.4% |
| All | -9.3% | +10.7% | -20.0% | -10.4% |
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