+30.6%
ORCL vs JCI
+95.9%
-65.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.5% |
| 7D | -11.2% | -9.4% | -1.8% | -6.8% |
| 30D | -18.8% | -13.4% | -5.4% | -13.0% |
| 3M | -18.8% | -12.4% | -6.4% | -13.6% |
| 6M | -39.7% | -5.1% | -34.6% | -38.6% |
| YTD | -39.6% | +13.7% | -53.4% | -44.7% |
| 1Y | -51.7% | +11.4% | -63.2% | -55.3% |
| 3Y | +10.2% | +175.9% | -165.7% | -34.3% |
| All | +30.6% | +95.9% | -65.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling