+404.3%
META vs ORCL
+248.0%
+156.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.8% | -11.2% | +10.4% | +2.9% |
| 30D | -15.4% | -18.8% | +3.4% | -10.2% |
| 3M | +3.5% | -18.8% | +22.3% | +9.2% |
| 6M | -0.3% | -39.7% | +39.5% | +14.1% |
| YTD | -7.3% | -39.6% | +32.3% | +4.3% |
| 1Y | -1.1% | -51.7% | +50.7% | +20.1% |
| 3Y | +95.1% | +10.2% | +84.8% | +42.0% |
| 5Y | +80.6% | +30.8% | +49.7% | +15.5% |
| All | +404.3% | +248.0% | +156.3% | +93.2% |
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