+84.8%
OKTA vs VICR
+209.3%
-124.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.2% | -13.8% | -3.9% |
| 7D | -2.4% | +5.0% | -7.4% | -3.0% |
| 30D | +13.0% | -12.5% | +25.5% | +14.3% |
| 3M | +41.7% | -33.6% | +75.3% | +46.0% |
| 6M | +105.9% | +10.7% | +95.3% | +94.6% |
| YTD | +92.6% | +80.6% | +12.0% | +65.7% |
| 1Y | +81.1% | +288.4% | -207.3% | +33.9% |
| 3Y | +84.8% | +213.8% | -129.0% | +35.0% |
| All | +84.8% | +209.3% | -124.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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