+94.3%
ORCL vs SAP
+56.2%
+38.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.2% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | +10.5% | +2.6% | +8.0% | +9.0% |
| 3M | -23.0% | +16.3% | -39.3% | -28.9% |
| 6M | +7.0% | +6.4% | +0.6% | +3.1% |
| YTD | -15.8% | -11.4% | -4.4% | -11.9% |
| 1Y | -31.1% | -20.4% | -10.7% | -24.7% |
| 3Y | +33.3% | +56.5% | -23.2% | +1.6% |
| 5Y | +94.3% | +56.8% | +37.5% | +37.6% |
| All | +94.3% | +56.2% | +38.1% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling