Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ORLY vs JCI✓SelectedUSD · JCIORLY vs JCI performance historyLatest closeAs of-2.28%09/08
Stock and ETF performance explorer

ORLY vs JCI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+53,441.7%
JCI return
+2,671.4%
Excess return
+50,770.3%
Maximum drawdown
-65.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioJCIExcessAlpha
1D-2.3%+1.0%-3.3%-2.5%
7D-2.3%+5.1%-7.5%-3.2%
30D-8.2%-3.8%-4.3%-7.6%
3M-3.5%+1.9%-5.4%-4.2%
6M-9.2%+11.2%-20.4%-11.5%
YTD-5.8%+22.9%-28.8%-10.1%
1Y-19.3%+37.4%-56.7%-24.7%
3Y+34.4%+167.8%-133.4%+8.8%
5Y+117.8%+115.0%+2.8%+81.9%
10Y+356.9%+325.3%+31.6%+231.1%
All+53,441.7%+2,671.4%+50,770.3%+26,804.3%

Cumulative growth

Daily Returns

Daily percentage return beside JCI.

Daily Out/Under-Performance

Portfolio return minus JCI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × JCI 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 all: compounded portfolio wealth divided by compounded JCI 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…

all analysis · Full analysis span regression · 6 months rolling