+131.6%
ORCL vs JAAA
+30.2%
+101.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +10.4% | +0.1% | +10.3% | +10.2% |
| 30D | -11.2% | +0.4% | -11.6% | -12.0% |
| 3M | -16.8% | +1.2% | -18.0% | -18.7% |
| 6M | -31.5% | +2.3% | -33.8% | -34.5% |
| YTD | -33.9% | +4.0% | -37.9% | -38.6% |
| 1Y | -43.3% | +4.8% | -48.1% | -48.1% |
| 3Y | +16.5% | +18.5% | -2.0% | -3.8% |
| 5Y | +45.4% | +27.5% | +17.9% | +16.3% |
| All | +131.6% | +30.2% | +101.4% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling