+251.6%
ORCL vs JPM
+521.2%
-269.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | -15.3% | +2.7% | -18.0% | -16.4% |
| 3M | -18.2% | -3.8% | -14.4% | -17.0% |
| 6M | -38.4% | +14.3% | -52.7% | -42.3% |
| YTD | -37.7% | +8.2% | -45.9% | -40.3% |
| 1Y | -49.3% | +11.0% | -60.2% | -52.0% |
| 3Y | +10.6% | +152.7% | -142.0% | -28.4% |
| 5Y | +35.5% | +130.8% | -95.3% | -10.4% |
| 10Y | +251.6% | +506.0% | -254.4% | +72.1% |
| All | +251.6% | +521.2% | -269.6% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling