+31.5%
ORCL vs VIVK
-100.0%
+131.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.3% | +15.4% | +3.2% |
| 7D | +5.3% | -1.4% | +6.6% | +5.2% |
| 30D | +10.0% | -43.6% | +53.6% | +10.3% |
| 3M | -32.6% | -95.1% | +62.5% | -31.1% |
| 6M | +4.9% | -98.2% | +103.1% | +8.0% |
| YTD | -17.8% | -97.9% | +80.2% | -15.5% |
| 1Y | -28.0% | -100.0% | +72.0% | -25.0% |
| All | +31.5% | -100.0% | +131.5% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling