+627.8%
OKTA vs VIVK
-100.0%
+727.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.0% |
| 7D | +0.4% | -9.5% | +9.9% | +0.5% |
| 30D | +13.8% | -35.1% | +48.9% | +14.5% |
| 3M | +48.9% | -93.4% | +142.3% | +53.4% |
| 6M | +114.9% | -98.0% | +212.9% | +123.7% |
| YTD | +97.9% | -97.9% | +195.7% | +104.2% |
| 1Y | +89.7% | -100.0% | +189.6% | +103.4% |
| 3Y | +95.8% | -100.0% | +195.8% | +107.8% |
| 5Y | -32.6% | -100.0% | +67.4% | -28.3% |
| All | +627.8% | -100.0% | +727.8% | +737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling