+1,269.1%
ORCL vs JHX
+2,357.9%
-1,088.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +15.0% | +4.5% | +10.5% | +13.9% |
| 30D | +10.5% | -1.2% | +11.8% | +10.8% |
| 3M | -23.0% | +32.8% | -55.8% | -27.9% |
| 6M | +7.0% | +41.2% | -34.2% | -1.7% |
| YTD | -15.8% | +43.9% | -59.7% | -23.1% |
| 1Y | -31.1% | +48.0% | -79.1% | -37.8% |
| 3Y | +33.3% | +1.2% | +32.1% | +23.8% |
| 5Y | +94.3% | -22.6% | +116.9% | +87.1% |
| 10Y | +363.4% | +111.5% | +251.9% | +241.3% |
| All | +1,269.1% | +2,357.9% | -1,088.8% | +654.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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