-31.1%
ORCL vs JAAA
+4.8%
-35.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | +0.1% | +14.9% | +14.1% |
| 30D | +10.5% | +0.5% | +10.1% | +6.5% |
| 3M | -23.0% | +1.2% | -24.2% | -30.5% |
| 6M | +7.0% | +2.8% | +4.1% | -14.4% |
| YTD | -15.8% | +3.2% | -19.0% | -30.9% |
| 1Y | -31.1% | +4.8% | -35.9% | -34.0% |
| All | -31.1% | +4.8% | -35.9% | -34.0% |
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