+251.6%
ORCL vs SAP
+228.4%
+23.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.4% |
| 7D | +0.5% | +1.6% | -1.1% | -0.6% |
| 30D | -15.3% | +10.5% | -25.8% | -19.5% |
| 3M | -18.2% | +15.2% | -33.4% | -24.1% |
| 6M | -38.4% | +36.7% | -75.1% | -47.8% |
| YTD | -37.7% | -0.6% | -37.2% | -38.9% |
| 1Y | -49.3% | -4.1% | -45.1% | -49.4% |
| 3Y | +10.6% | +73.2% | -62.6% | -19.3% |
| 5Y | +35.5% | +74.1% | -38.6% | -3.2% |
| 10Y | +251.6% | +222.9% | +28.7% | +67.4% |
| All | +251.6% | +228.4% | +23.2% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling