+368.8%
ORCL vs VIVK
-100.0%
+468.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.5% |
| 7D | +10.9% | -7.9% | +18.8% | +10.9% |
| 30D | +7.0% | -42.0% | +49.0% | +7.2% |
| 3M | -21.2% | -92.5% | +71.3% | -20.7% |
| 6M | +7.4% | -98.0% | +105.4% | +8.4% |
| YTD | -16.3% | -97.9% | +81.6% | -15.5% |
| 1Y | -32.3% | -100.0% | +67.7% | -31.4% |
| 3Y | +32.6% | -100.0% | +132.5% | +34.2% |
| 5Y | +93.1% | -100.0% | +193.1% | +95.5% |
| 10Y | +368.8% | -100.0% | +468.8% | +368.9% |
| All | +368.8% | -100.0% | +468.8% | +368.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling