+1,276.7%
ORCL vs JBLU
-66.2%
+1,342.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +8.0% | +2.5% | +5.5% | +7.5% |
| 30D | -4.0% | +24.9% | -28.9% | -8.1% |
| 3M | -19.5% | -35.2% | +15.7% | -14.5% |
| 6M | -33.5% | -20.0% | -13.5% | -32.2% |
| YTD | -34.8% | -17.4% | -17.5% | -35.1% |
| 1Y | -41.6% | -13.0% | -28.7% | -42.4% |
| 3Y | +13.8% | -5.3% | +19.1% | +1.3% |
| 5Y | +43.4% | -75.2% | +118.6% | +56.0% |
| 10Y | +268.8% | -80.5% | +349.3% | +283.0% |
| All | +1,276.7% | -66.2% | +1,342.9% | +862.0% |
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