+32.7%
ORCL vs JD
-8.1%
+40.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.8% |
| 7D | +5.3% | -1.7% | +6.9% | +5.5% |
| 30D | +10.0% | -13.2% | +23.1% | +11.8% |
| 3M | -32.6% | -3.2% | -29.4% | -32.4% |
| 6M | +4.9% | +15.2% | -10.3% | +2.9% |
| YTD | -17.8% | +2.0% | -19.7% | -18.2% |
| 1Y | -28.0% | -5.4% | -22.6% | -28.0% |
| All | +32.7% | -8.1% | +40.7% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling