+91.4%
ORCL vs JCI
+113.2%
-21.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | -32.6% | -1.4% | -31.2% | -32.5% |
| 6M | +4.9% | +4.1% | +0.8% | +1.4% |
| YTD | -17.8% | +21.7% | -39.5% | -27.2% |
| 1Y | -28.0% | +36.1% | -64.1% | -40.1% |
| 3Y | +36.0% | +154.4% | -118.4% | -16.4% |
| All | +91.4% | +113.2% | -21.7% | +24.0% |
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