+90.1%
OKTA vs VIK
+37.7%
+52.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | -3.0% | +5.7% | +3.0% |
| 30D | +16.0% | -20.7% | +36.8% | +19.8% |
| 3M | +38.2% | -4.6% | +42.8% | +39.4% |
| 6M | +137.8% | +14.0% | +123.8% | +131.4% |
| YTD | +97.3% | +20.2% | +77.1% | +89.2% |
| 1Y | +90.1% | +36.0% | +54.1% | +76.1% |
| All | +90.1% | +37.7% | +52.4% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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