+24,538.0%
ORCL vs JCI
+2,171.6%
+22,366.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.1% |
| 7D | -11.2% | -9.4% | -1.8% | -8.2% |
| 30D | -18.8% | -13.4% | -5.4% | -14.8% |
| 3M | -18.8% | -12.4% | -6.4% | -15.2% |
| 6M | -39.7% | -5.1% | -34.6% | -39.0% |
| YTD | -39.6% | +13.7% | -53.4% | -42.8% |
| 1Y | -51.7% | +11.4% | -63.2% | -54.0% |
| 3Y | +10.2% | +175.9% | -165.7% | -21.2% |
| 5Y | +30.8% | +98.4% | -67.6% | +2.2% |
| 10Y | +252.1% | +311.2% | -59.1% | +113.5% |
| All | +24,538.0% | +2,171.6% | +22,366.4% | +4,575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling