-32.3%
ORCL vs VIVK
-100.0%
+67.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.3% |
| 3M | -21.2% | -92.5% | +71.3% | -19.8% |
| 6M | +7.4% | -98.0% | +105.4% | +11.0% |
| YTD | -16.3% | -97.9% | +81.6% | -13.2% |
| 1Y | -32.3% | -100.0% | +67.7% | -29.5% |
| All | -32.3% | -100.0% | +67.7% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling