+1,563.7%
META vs ORCL
+479.2%
+1,084.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +2.1% |
| 7D | +2.9% | -14.4% | +17.3% | +8.0% |
| 30D | -15.1% | -12.8% | -2.2% | -11.9% |
| 3M | +7.2% | -14.8% | +22.0% | +11.5% |
| 6M | +3.4% | -30.9% | +34.3% | +12.8% |
| YTD | -4.3% | -35.7% | +31.4% | +5.6% |
| 1Y | +0.8% | -49.5% | +50.2% | +20.7% |
| 3Y | +102.2% | +18.6% | +83.5% | +47.8% |
| 5Y | +89.4% | +38.4% | +50.9% | +24.6% |
| 10Y | +426.7% | +275.2% | +151.5% | +115.2% |
| All | +1,563.7% | +479.2% | +1,084.5% | +582.1% |
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 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