+400.1%
META vs ORCL
+245.2%
+154.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +3.0% | -1.7% |
| 7D | -3.1% | -17.5% | +14.4% | +2.9% |
| 30D | -18.1% | -20.2% | +2.1% | -12.6% |
| 3M | +2.9% | -19.9% | +22.8% | +9.0% |
| 6M | +0.2% | -37.4% | +37.6% | +13.0% |
| YTD | -8.1% | -40.1% | +32.0% | +3.7% |
| 1Y | -4.5% | -53.4% | +48.8% | +17.4% |
| 3Y | +94.2% | +10.4% | +83.8% | +41.0% |
| 5Y | +79.1% | +29.8% | +49.3% | +14.8% |
| All | +400.1% | +245.2% | +154.9% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 ORCL 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