+16,224.8%
ORCL vs JBL
+34,277.3%
-18,052.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -6.5% | -8.1% | +1.5% | -4.5% |
| 30D | -16.6% | -18.4% | +1.9% | -12.0% |
| 3M | -21.6% | -25.8% | +4.2% | -15.7% |
| 6M | -39.4% | -29.6% | -9.7% | -34.3% |
| YTD | -38.7% | +9.6% | -48.3% | -40.8% |
| 1Y | -50.4% | +14.1% | -64.4% | -52.6% |
| 3Y | +8.1% | +95.9% | -87.8% | -10.9% |
| 5Y | +34.5% | +298.3% | -263.8% | -7.5% |
| 10Y | +246.0% | +1,150.1% | -904.1% | +72.8% |
| All | +16,224.8% | +34,277.3% | -18,052.5% | +6,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling