+32.7%
ORCL vs JCI
+155.6%
-122.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.2% |
| 7D | +5.3% | +3.8% | +1.4% | +3.5% |
| 30D | +10.0% | -5.7% | +15.6% | +12.7% |
| 3M | -32.6% | -1.4% | -31.2% | -32.5% |
| 6M | +4.9% | +4.1% | +0.8% | +1.1% |
| YTD | -17.8% | +21.7% | -39.5% | -28.4% |
| 1Y | -28.0% | +36.1% | -64.1% | -41.9% |
| All | +32.7% | +155.6% | -122.9% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling