+30.6%
ORCL vs JPM
+124.0%
-93.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | -11.2% | -0.8% | -10.4% | -10.9% |
| 30D | -18.8% | +1.5% | -20.3% | -19.4% |
| 3M | -18.8% | -5.7% | -13.1% | -16.9% |
| 6M | -39.7% | +7.2% | -47.0% | -41.8% |
| YTD | -39.6% | +5.8% | -45.4% | -41.5% |
| 1Y | -51.7% | +8.8% | -60.5% | -53.9% |
| 3Y | +10.2% | +147.4% | -137.2% | -27.0% |
| All | +30.6% | +124.0% | -93.4% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling