+193.5%
ORCL vs JAAA
+29.3%
+164.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +10.9% | +0.1% | +10.8% | +10.7% |
| 30D | +7.0% | +0.5% | +6.6% | +6.0% |
| 3M | -21.2% | +1.2% | -22.4% | -23.1% |
| 6M | +7.4% | +2.7% | +4.7% | +1.9% |
| YTD | -16.3% | +3.2% | -19.5% | -21.1% |
| 1Y | -32.3% | +4.8% | -37.1% | -37.9% |
| 3Y | +32.6% | +19.0% | +13.6% | +10.5% |
| 5Y | +93.1% | +26.8% | +66.3% | +56.7% |
| All | +193.5% | +29.3% | +164.2% | +133.6% |
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