+21,789.3%
ORCL vs JBL
+42,637.0%
-20,847.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +5.3% | +3.0% | +2.2% | +4.5% |
| 30D | +10.0% | -8.3% | +18.2% | +12.1% |
| 3M | -32.6% | -16.9% | -15.7% | -29.8% |
| 6M | +4.9% | +21.8% | -16.8% | -1.0% |
| YTD | -17.8% | +36.3% | -54.1% | -24.8% |
| 1Y | -28.0% | +49.5% | -77.5% | -35.6% |
| 3Y | +36.0% | +170.6% | -134.6% | +3.1% |
| 5Y | +88.7% | +408.4% | -319.7% | +21.8% |
| 10Y | +346.9% | +1,450.4% | -1,103.5% | +111.3% |
| All | +21,789.3% | +42,637.0% | -20,847.7% | +7,908.3% |
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