+277.8%
ORCL vs VIVK
-100.0%
+377.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -14.3% | +23.1% | +8.9% |
| 7D | +3.8% | -48.0% | +51.7% | +4.1% |
| 30D | -6.6% | -88.4% | +81.9% | -5.7% |
| 3M | -11.4% | -98.7% | +87.3% | -10.1% |
| 6M | -33.3% | -100.0% | +66.7% | -31.7% |
| YTD | -33.3% | -100.0% | +66.7% | -31.7% |
| 1Y | -44.9% | -100.0% | +55.1% | -43.5% |
| 3Y | +17.6% | -100.0% | +117.6% | +20.7% |
| 5Y | +46.1% | -100.0% | +146.1% | +49.8% |
| 10Y | +277.8% | -100.0% | +377.8% | +291.9% |
| All | +277.8% | -100.0% | +377.8% | +291.9% |
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