+1,527.5%
META vs ORCL
+640.6%
+886.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | 0.0% |
| 7D | +6.7% | +5.3% | +1.4% | +4.8% |
| 30D | +4.8% | +10.0% | -5.2% | +1.1% |
| 3M | -1.6% | -32.6% | +31.0% | +11.5% |
| 6M | -7.5% | +4.9% | -12.4% | -12.4% |
| YTD | -6.4% | -17.8% | +11.4% | -3.8% |
| 1Y | -17.3% | -28.0% | +10.6% | -15.9% |
| 3Y | +109.9% | +36.0% | +73.9% | +49.7% |
| 5Y | +65.4% | +88.7% | -23.4% | -1.9% |
| 10Y | +391.8% | +346.9% | +44.9% | +91.9% |
| All | +1,527.5% | +640.6% | +886.9% | +521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling