+247.2%
ORCL vs SAP
+230.9%
+16.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -6.5% | +1.5% | -8.0% | -7.4% |
| 30D | -16.6% | +8.8% | -25.4% | -20.2% |
| 3M | -21.6% | +12.1% | -33.7% | -26.3% |
| 6M | -39.4% | +34.6% | -73.9% | -48.3% |
| YTD | -38.7% | -2.1% | -36.6% | -39.4% |
| 1Y | -50.4% | -5.5% | -44.8% | -50.1% |
| 3Y | +8.1% | +67.4% | -59.4% | -19.8% |
| 5Y | +34.5% | +74.6% | -40.0% | -4.1% |
| All | +247.2% | +230.9% | +16.3% | +61.4% |
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