+251.6%
ORCL vs JCI
+303.0%
-51.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.6% | +1.0% |
| 7D | +0.5% | -3.4% | +3.9% | +2.1% |
| 30D | -15.3% | -10.1% | -5.2% | -11.0% |
| 3M | -18.2% | -6.8% | -11.4% | -15.6% |
| 6M | -38.4% | +2.0% | -40.4% | -39.4% |
| YTD | -37.7% | +19.2% | -56.9% | -43.7% |
| 1Y | -49.3% | +16.7% | -66.0% | -53.7% |
| 3Y | +10.6% | +194.3% | -183.7% | -33.5% |
| 5Y | +35.5% | +103.0% | -67.5% | -7.1% |
| 10Y | +251.6% | +301.7% | -50.2% | +66.6% |
| All | +251.6% | +303.0% | -51.4% | +66.6% |
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