+83.3%
OKTA vs VIK
+221.3%
-137.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | +13.8% | -17.3% | +31.1% | +20.2% |
| 3M | +48.9% | -5.1% | +53.9% | +50.4% |
| 6M | +114.9% | +16.2% | +98.7% | +100.0% |
| YTD | +97.9% | +17.6% | +80.2% | +81.6% |
| 1Y | +89.7% | +33.5% | +56.2% | +64.4% |
| All | +83.3% | +221.3% | -137.9% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling