+84.8%
OKTA vs VIVK
-100.0%
+184.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.7% | -2.6% |
| 7D | -2.4% | -4.4% | +2.0% | -2.3% |
| 30D | +13.0% | -40.8% | +53.8% | +13.9% |
| 3M | +41.7% | -94.1% | +135.8% | +47.2% |
| 6M | +105.9% | -98.2% | +204.1% | +116.9% |
| YTD | +92.6% | -98.0% | +190.6% | +101.5% |
| 1Y | +81.1% | -100.0% | +181.0% | +94.1% |
| 3Y | +84.8% | -100.0% | +184.8% | +85.1% |
| All | +84.8% | -100.0% | +184.8% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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