+233.5%
ORCL vs JD
+50.3%
+183.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -7.4% |
| 7D | -17.5% | +11.7% | -29.2% | -18.8% |
| 30D | -20.2% | +8.1% | -28.2% | -21.0% |
| 3M | -19.9% | -12.0% | -8.0% | -18.7% |
| 6M | -37.4% | -3.5% | -33.9% | -37.3% |
| YTD | -40.1% | +3.3% | -43.5% | -40.6% |
| 1Y | -53.4% | -7.4% | -46.0% | -53.1% |
| 3Y | +10.4% | +16.6% | -6.2% | +4.5% |
| 5Y | +29.8% | -57.9% | +87.6% | +35.6% |
| 10Y | +249.2% | +32.6% | +216.6% | +176.7% |
| All | +233.5% | +50.3% | +183.2% | +162.0% |
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