+16.7%
BABA vs JBLU
-73.6%
+90.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.4% |
| 7D | -2.2% | -5.6% | +3.4% | -1.2% |
| 30D | -17.3% | -22.3% | +5.0% | -14.1% |
| 3M | -7.8% | -11.0% | +3.2% | -7.0% |
| 6M | -16.8% | -3.1% | -13.7% | -18.0% |
| YTD | -24.7% | -3.7% | -20.9% | -26.5% |
| 1Y | -24.9% | -14.8% | -10.2% | -25.5% |
| 3Y | +29.1% | -15.4% | +44.5% | +15.5% |
| 5Y | -30.5% | -71.4% | +40.9% | -25.3% |
| 10Y | +16.7% | -73.0% | +89.7% | +16.5% |
| All | +16.7% | -73.6% | +90.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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