+246.0%
ORCL vs JCI
+298.2%
-52.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | -5.9% | -0.6% | -4.0% |
| 30D | -16.6% | -10.4% | -6.2% | -12.3% |
| 3M | -21.6% | -6.1% | -15.5% | -19.4% |
| 6M | -39.4% | +1.7% | -41.1% | -40.2% |
| YTD | -38.7% | +18.9% | -57.5% | -44.5% |
| 1Y | -50.4% | +16.1% | -66.5% | -54.6% |
| 3Y | +8.1% | +187.8% | -179.7% | -34.4% |
| 5Y | +34.5% | +103.2% | -68.7% | -7.8% |
| 10Y | +246.0% | +288.2% | -42.2% | +62.6% |
| All | +246.0% | +298.2% | -52.2% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling