-28.0%
ORCL vs JPM
+21.8%
-49.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.0% | -0.2% | +10.1% | +10.0% |
| 3M | -32.6% | +15.9% | -48.5% | -35.1% |
| 6M | +4.9% | +20.9% | -16.0% | -0.9% |
| YTD | -17.8% | +12.9% | -30.6% | -21.2% |
| 1Y | -28.0% | +20.3% | -48.3% | -31.0% |
| All | -28.0% | +21.8% | -49.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling