-32.3%
ORCL vs JBL
+49.3%
-81.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +10.9% | +4.0% | +6.9% | +9.3% |
| 30D | +7.0% | -7.5% | +14.5% | +9.9% |
| 3M | -21.2% | -14.1% | -7.1% | -17.6% |
| 6M | +7.4% | +25.9% | -18.5% | -7.3% |
| YTD | -16.3% | +36.7% | -52.9% | -32.3% |
| 1Y | -32.3% | +49.0% | -81.3% | -49.0% |
| All | -32.3% | +49.3% | -81.6% | -49.0% |
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