+62.8%
META vs ORCL
+88.6%
-25.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | +6.7% | +5.3% | +1.4% | +5.2% |
| 30D | +4.8% | +10.0% | -5.2% | +1.8% |
| 3M | -1.6% | -32.6% | +31.0% | +8.9% |
| 6M | -7.5% | +4.9% | -12.4% | -11.4% |
| YTD | -6.4% | -17.8% | +11.4% | -4.1% |
| 1Y | -17.3% | -28.0% | +10.6% | -16.3% |
| 3Y | +109.9% | +36.0% | +73.9% | +47.3% |
| All | +62.8% | +88.6% | -25.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling