+10.2%
ORCL vs SAP
+75.3%
-65.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +2.6% |
| 7D | -11.2% | -0.7% | -10.5% | -11.1% |
| 30D | -18.8% | +11.1% | -29.9% | -22.9% |
| 3M | -18.8% | +17.0% | -35.8% | -25.0% |
| 6M | -39.7% | +34.8% | -74.6% | -47.9% |
| YTD | -39.6% | -2.2% | -37.4% | -39.7% |
| 1Y | -51.7% | -6.4% | -45.3% | -50.7% |
| 3Y | +10.2% | +75.1% | -64.9% | -27.1% |
| All | +10.2% | +75.3% | -65.0% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling