+270.3%
ORCL vs SAP
+237.3%
+33.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | +8.0% | +0.6% | +7.3% | +7.7% |
| 30D | -4.0% | +6.5% | -10.5% | -7.2% |
| 3M | -19.5% | +12.2% | -31.7% | -24.3% |
| 6M | -33.5% | +46.1% | -79.5% | -45.4% |
| YTD | -34.8% | -1.6% | -33.2% | -35.8% |
| 1Y | -41.6% | -5.1% | -36.5% | -41.4% |
| 3Y | +13.8% | +68.4% | -54.6% | -15.8% |
| 5Y | +43.4% | +79.4% | -36.0% | +0.9% |
| All | +270.3% | +237.3% | +33.0% | +68.5% |
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