+277.8%
ORCL vs JPM
+484.0%
-206.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.6% |
| 7D | +3.8% | -2.5% | +6.2% | +5.0% |
| 30D | -6.6% | +2.7% | -9.3% | -7.8% |
| 3M | -11.4% | -4.7% | -6.7% | -9.7% |
| 6M | -33.3% | +15.6% | -48.8% | -37.8% |
| YTD | -33.3% | +8.6% | -41.9% | -36.2% |
| 1Y | -44.9% | +10.9% | -55.8% | -47.9% |
| 3Y | +17.6% | +149.9% | -132.3% | -23.6% |
| 5Y | +46.1% | +131.9% | -85.9% | -3.7% |
| 10Y | +277.8% | +481.0% | -203.3% | +83.7% |
| All | +277.8% | +484.0% | -206.2% | +83.7% |
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