+42.7%
ORCL vs JD
-63.0%
+105.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +8.0% | -4.1% | +12.1% | +8.4% |
| 30D | -4.0% | +4.6% | -8.6% | -4.5% |
| 3M | -19.5% | -4.7% | -14.7% | -19.1% |
| 6M | -33.5% | -17.4% | -16.1% | -32.3% |
| YTD | -34.8% | +0.7% | -35.5% | -35.1% |
| 1Y | -41.6% | -5.9% | -35.7% | -41.5% |
| 3Y | +13.8% | +18.9% | -5.1% | +9.6% |
| All | +42.7% | -63.0% | +105.7% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling