-49.5%
ORCL vs JAAA
+4.8%
-54.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -14.4% | +0.2% | -14.5% | -15.5% |
| 30D | -12.8% | +0.4% | -13.3% | -16.4% |
| 3M | -14.8% | +1.2% | -16.0% | -24.8% |
| 6M | -30.9% | +2.3% | -33.2% | -46.4% |
| YTD | -35.7% | +3.9% | -39.5% | -54.8% |
| 1Y | -49.5% | +4.8% | -54.3% | -64.5% |
| All | -49.5% | +4.8% | -54.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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