-49.5%
ORCL vs JCI
+27.0%
-76.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.3% | -0.5% |
| 7D | -14.4% | -10.7% | -3.7% | -12.2% |
| 30D | -12.8% | -10.4% | -2.4% | -10.7% |
| 3M | -14.8% | -8.3% | -6.5% | -13.2% |
| 6M | -30.9% | -2.1% | -28.7% | -29.4% |
| YTD | -35.7% | +18.4% | -54.0% | -35.4% |
| 1Y | -49.5% | +27.7% | -77.1% | -50.0% |
| All | -49.5% | +27.0% | -76.5% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling