+4,844.1%
ORCL vs SAP
+2,542.1%
+2,302.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.6% |
| 7D | -17.5% | +4.0% | -21.5% | -19.1% |
| 30D | -20.2% | +15.7% | -35.9% | -25.6% |
| 3M | -19.9% | +23.4% | -43.4% | -27.9% |
| 6M | -37.4% | +41.3% | -78.7% | -47.6% |
| YTD | -40.1% | +2.0% | -42.1% | -42.1% |
| 1Y | -53.4% | -5.1% | -48.3% | -53.4% |
| 3Y | +10.4% | +82.1% | -71.7% | -19.7% |
| 5Y | +29.8% | +77.2% | -47.4% | -5.9% |
| 10Y | +249.2% | +233.6% | +15.6% | +79.7% |
| All | +4,844.1% | +2,542.1% | +2,302.0% | +1,146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling