+42.7%
ORCL vs JCI
+96.3%
-53.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.3% |
| 7D | +8.0% | +3.2% | +4.8% | +6.4% |
| 30D | -4.0% | -8.6% | +4.6% | +0.3% |
| 3M | -19.5% | -7.7% | -11.7% | -16.2% |
| 6M | -33.5% | -2.6% | -30.9% | -33.0% |
| YTD | -34.8% | +17.4% | -52.2% | -41.2% |
| 1Y | -41.6% | +16.9% | -58.5% | -47.2% |
| 3Y | +13.8% | +186.7% | -173.0% | -33.7% |
| All | +42.7% | +96.3% | -53.6% | -4.5% |
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 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