-41.6%
ORCL vs SAP
-5.7%
-35.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +8.0% | +0.6% | +7.3% | +7.7% |
| 30D | -4.0% | +6.5% | -10.5% | -6.7% |
| 3M | -19.5% | +12.2% | -31.7% | -23.5% |
| 6M | -33.5% | +46.1% | -79.5% | -42.9% |
| YTD | -34.8% | -1.6% | -33.2% | -34.4% |
| 1Y | -41.6% | -5.1% | -36.5% | -40.8% |
| All | -41.6% | -5.7% | -35.9% | -40.8% |
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