+244.8%
ORCL vs JD
+31.9%
+212.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -11.2% | +13.4% | -24.5% | -12.7% |
| 30D | -18.8% | +7.7% | -26.5% | -19.7% |
| 3M | -18.8% | -11.3% | -7.5% | -17.6% |
| 6M | -39.7% | -5.1% | -34.6% | -39.5% |
| YTD | -39.6% | +5.0% | -44.7% | -40.3% |
| 1Y | -51.7% | -5.6% | -46.1% | -51.6% |
| 3Y | +10.2% | +17.8% | -7.5% | +4.3% |
| 5Y | +30.8% | -57.2% | +88.0% | +37.0% |
| All | +244.8% | +31.9% | +212.8% | +172.5% |
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