+33.3%
ORCL vs JBL
+189.9%
-156.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +15.0% | +4.4% | +10.6% | +13.2% |
| 30D | +10.5% | -8.4% | +19.0% | +13.9% |
| 3M | -23.0% | -14.2% | -8.8% | -19.4% |
| 6M | +7.0% | +29.6% | -22.6% | -5.2% |
| YTD | -15.8% | +37.1% | -52.9% | -27.6% |
| 1Y | -31.1% | +49.5% | -80.6% | -42.8% |
| 3Y | +33.3% | +192.7% | -159.4% | -9.5% |
| All | +33.3% | +189.9% | -156.6% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling