+1,195.7%
ORCL vs JBLU
-64.0%
+1,259.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -6.5% | +25.8% | -32.3% | -10.0% |
| 30D | -16.6% | +4.2% | -20.7% | -17.8% |
| 3M | -21.6% | -29.1% | +7.5% | -18.0% |
| 6M | -39.4% | -21.7% | -17.6% | -38.0% |
| YTD | -38.7% | -12.1% | -26.6% | -39.5% |
| 1Y | -50.4% | -9.3% | -41.1% | -51.3% |
| 3Y | +8.1% | +3.4% | +4.7% | -5.1% |
| 5Y | +34.5% | -74.2% | +108.8% | +45.6% |
| 10Y | +246.0% | -79.2% | +325.2% | +255.7% |
| All | +1,195.7% | -64.0% | +1,259.8% | +796.7% |
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