-50.4%
ORCL vs JCI
+16.0%
-66.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | -5.9% | -0.6% | -5.1% |
| 30D | -16.6% | -10.4% | -6.2% | -14.5% |
| 3M | -21.6% | -6.1% | -15.5% | -20.3% |
| 6M | -39.4% | +1.7% | -41.1% | -38.0% |
| YTD | -38.7% | +18.9% | -57.5% | -37.8% |
| 1Y | -50.4% | +16.1% | -66.5% | -47.5% |
| All | -50.4% | +16.0% | -66.3% | -47.5% |
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