+251.6%
ORCL vs JBL
+1,188.5%
-936.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.5% | +1.2% |
| 7D | +0.5% | -5.2% | +5.7% | +2.4% |
| 30D | -15.3% | -17.5% | +2.3% | -9.0% |
| 3M | -18.2% | -26.0% | +7.7% | -9.4% |
| 6M | -38.4% | -28.9% | -9.6% | -31.4% |
| YTD | -37.7% | +10.8% | -48.6% | -41.3% |
| 1Y | -49.3% | +18.3% | -67.6% | -53.4% |
| 3Y | +10.6% | +102.2% | -91.6% | -16.8% |
| 5Y | +35.5% | +303.2% | -267.7% | -20.5% |
| 10Y | +251.6% | +1,152.0% | -900.4% | +54.3% |
| All | +251.6% | +1,188.5% | -936.9% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling