-75.5%
JBLU vs DOCU
-69.6%
-5.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +2.5% | +4.1% | -1.6% | +1.4% |
| 30D | +24.9% | +7.4% | +17.6% | +22.2% |
| 3M | -35.2% | +26.0% | -61.2% | -39.6% |
| 6M | -20.0% | +79.2% | -99.2% | -33.0% |
| YTD | -17.4% | +18.1% | -35.4% | -23.4% |
| 1Y | -13.0% | +20.5% | -33.5% | -20.0% |
| 3Y | -5.3% | +96.4% | -101.7% | -28.6% |
| All | -75.5% | -69.6% | -5.9% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling