+270.3%
ORCL vs JPM
+481.5%
-211.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +8.0% | +3.5% | +4.5% | +6.4% |
| 30D | -4.0% | +3.3% | -7.2% | -5.4% |
| 3M | -19.5% | -4.2% | -15.3% | -18.1% |
| 6M | -33.5% | +16.4% | -49.9% | -38.1% |
| YTD | -34.8% | +9.5% | -44.3% | -37.9% |
| 1Y | -41.6% | +14.0% | -55.6% | -45.5% |
| 3Y | +13.8% | +153.1% | -139.3% | -26.6% |
| 5Y | +43.4% | +134.9% | -91.5% | -6.2% |
| All | +270.3% | +481.5% | -211.3% | +77.2% |
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