-49.5%
ORCL vs JPM
+17.0%
-66.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.9% |
| 7D | -14.4% | +3.8% | -18.2% | -15.2% |
| 30D | -12.8% | +6.5% | -19.3% | -14.3% |
| 3M | -14.8% | -1.0% | -13.8% | -14.3% |
| 6M | -30.9% | +15.5% | -46.4% | -33.6% |
| YTD | -35.7% | +11.4% | -47.1% | -38.5% |
| 1Y | -49.5% | +16.1% | -65.5% | -52.4% |
| All | -49.5% | +17.0% | -66.5% | -52.4% |
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