+358.2%
ORCL vs JD
+48.3%
+309.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | -32.6% | -3.2% | -29.4% | -32.4% |
| 6M | +4.9% | +15.2% | -10.3% | +2.6% |
| YTD | -17.8% | +2.0% | -19.7% | -18.2% |
| 1Y | -28.0% | -5.4% | -22.6% | -27.9% |
| 3Y | +36.0% | -9.1% | +45.1% | +33.2% |
| 5Y | +88.7% | -59.6% | +148.3% | +98.3% |
| 10Y | +346.9% | +26.2% | +320.7% | +256.7% |
| All | +358.2% | +48.3% | +309.9% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling