-39.7%
ORCL vs JCI
-2.2%
-37.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.4% |
| 7D | -11.2% | -9.4% | -1.8% | -7.3% |
| 30D | -18.8% | -13.4% | -5.4% | -13.9% |
| 3M | -18.8% | -12.4% | -6.4% | -14.6% |
| 6M | -39.7% | -5.1% | -34.6% | -36.1% |
| All | -39.7% | -2.2% | -37.5% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling