+275.4%
ORCL vs JD
+29.5%
+246.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +10.4% | -4.0% | +14.4% | +10.9% |
| 30D | -11.2% | +2.7% | -13.9% | -11.6% |
| 3M | -16.8% | -13.0% | -3.7% | -15.4% |
| 6M | -31.5% | -12.7% | -18.8% | -30.5% |
| YTD | -33.9% | -0.8% | -33.1% | -34.1% |
| 1Y | -43.3% | -8.9% | -34.4% | -42.8% |
| 3Y | +16.5% | +17.0% | -0.6% | +10.2% |
| 5Y | +45.4% | -63.5% | +108.9% | +56.4% |
| All | +275.4% | +29.5% | +246.0% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling