+44.5%
ORCL vs VIK
+225.3%
-180.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.6% |
| 7D | +10.9% | -0.8% | +11.7% | +11.2% |
| 30D | +7.0% | -18.0% | +25.0% | +14.0% |
| 3M | -21.2% | -5.8% | -15.4% | -19.8% |
| 6M | +7.4% | +17.2% | -9.8% | +0.5% |
| YTD | -16.3% | +19.1% | -35.4% | -22.6% |
| 1Y | -32.3% | +33.6% | -65.9% | -40.6% |
| All | +44.5% | +225.3% | -180.8% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling