-49.6%
ORCL vs SAP
-4.0%
-45.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.5% |
| 7D | +0.5% | +1.6% | -1.1% | -0.4% |
| 30D | -15.3% | +10.5% | -25.8% | -18.9% |
| 3M | -18.2% | +15.2% | -33.4% | -23.3% |
| 6M | -38.4% | +36.7% | -75.1% | -45.3% |
| YTD | -37.7% | -0.6% | -37.2% | -37.8% |
| All | -49.6% | -4.0% | -45.6% | -49.1% |
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