-41.6%
ORCL vs JBL
+20.0%
-61.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | +8.0% | +6.3% | +1.6% | +5.5% |
| 30D | -4.0% | -13.5% | +9.5% | +1.4% |
| 3M | -19.5% | -31.3% | +11.9% | -8.9% |
| 6M | -33.5% | -28.4% | -5.0% | -26.8% |
| YTD | -34.8% | +11.6% | -46.4% | -38.8% |
| 1Y | -41.6% | +26.1% | -67.7% | -48.5% |
| All | -41.6% | +20.0% | -61.6% | -48.5% |
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