-28.0%
ORCL vs SAP
-19.8%
-8.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | -2.9% | +8.2% | +6.2% |
| 30D | +10.0% | +9.0% | +1.0% | +7.1% |
| 3M | -32.6% | +14.9% | -47.5% | -34.2% |
| 6M | +4.9% | +11.9% | -7.0% | +0.5% |
| YTD | -17.8% | -9.9% | -7.8% | -22.7% |
| 1Y | -28.0% | -19.5% | -8.4% | -39.1% |
| All | -28.0% | -19.8% | -8.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling