-28.0%
ORCL vs JBL
+52.3%
-80.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.5% |
| 7D | +5.3% | +3.0% | +2.2% | +4.1% |
| 30D | +10.0% | -8.3% | +18.2% | +13.3% |
| 3M | -32.6% | -16.9% | -15.7% | -28.4% |
| 6M | +4.9% | +21.8% | -16.8% | -8.1% |
| YTD | -17.8% | +36.3% | -54.1% | -33.4% |
| 1Y | -28.0% | +49.5% | -77.5% | -46.6% |
| All | -28.0% | +52.3% | -80.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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