+1,637.4%
ORCL vs JBLU
-58.4%
+1,695.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | +5.3% | -3.5% | +8.8% | +5.9% |
| 30D | +10.0% | -27.2% | +37.2% | +15.5% |
| 3M | -32.6% | -4.3% | -28.2% | -32.6% |
| 6M | +4.9% | -8.3% | +13.3% | +4.6% |
| YTD | -17.8% | +1.8% | -19.5% | -20.1% |
| 1Y | -28.0% | -9.0% | -18.9% | -29.1% |
| 3Y | +36.0% | -21.9% | +57.9% | +26.1% |
| 5Y | +88.7% | -69.0% | +157.7% | +99.4% |
| 10Y | +346.9% | -70.8% | +417.7% | +335.6% |
| All | +1,637.4% | -58.4% | +1,695.8% | +1,084.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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