+10.2%
ORCL vs JCI
+174.6%
-164.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.6% |
| 7D | -11.2% | -9.4% | -1.8% | -6.5% |
| 30D | -18.8% | -13.4% | -5.4% | -12.6% |
| 3M | -18.8% | -12.4% | -6.4% | -13.2% |
| 6M | -39.7% | -5.1% | -34.6% | -38.5% |
| YTD | -39.6% | +13.7% | -53.4% | -45.6% |
| 1Y | -51.7% | +11.4% | -63.2% | -55.9% |
| 3Y | +10.2% | +175.9% | -165.7% | -37.8% |
| All | +10.2% | +174.6% | -164.4% | -37.8% |
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