+363.4%
ORCL vs JPM
+583.9%
-220.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | +15.0% | -0.4% | +15.4% | +15.2% |
| 30D | +10.5% | -1.1% | +11.7% | +11.1% |
| 3M | -23.0% | +14.1% | -37.1% | -27.6% |
| 6M | +7.0% | +23.3% | -16.3% | -2.9% |
| YTD | -15.8% | +11.3% | -27.1% | -20.2% |
| 1Y | -31.1% | +23.0% | -54.1% | -37.7% |
| 3Y | +33.3% | +162.6% | -129.3% | -15.1% |
| 5Y | +94.3% | +152.8% | -58.4% | +23.4% |
| 10Y | +363.4% | +583.6% | -220.3% | +89.7% |
| All | +363.4% | +583.9% | -220.6% | +89.7% |
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