+93.4%
META vs ORCL
+10.4%
+83.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +3.0% | -2.6% |
| 7D | -3.1% | -17.5% | +14.4% | +0.3% |
| 30D | -18.1% | -20.2% | +2.1% | -14.9% |
| 3M | +2.9% | -19.9% | +22.8% | +6.5% |
| 6M | +0.2% | -37.4% | +37.6% | +7.5% |
| YTD | -8.1% | -40.1% | +32.0% | -1.3% |
| 1Y | -4.5% | -53.4% | +48.8% | +7.7% |
| All | +93.4% | +10.4% | +83.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling