+94.3%
ORCL vs VIVK
-100.0%
+194.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +2.3% |
| 7D | +15.0% | +13.1% | +2.0% | +14.9% |
| 30D | +10.5% | -29.7% | +40.2% | +10.8% |
| 3M | -23.0% | -93.0% | +70.0% | -21.9% |
| 6M | +7.0% | -98.0% | +105.0% | +9.4% |
| YTD | -15.8% | -97.8% | +81.9% | -14.1% |
| 1Y | -31.1% | -100.0% | +68.9% | -28.6% |
| 3Y | +33.3% | -100.0% | +133.3% | +37.5% |
| 5Y | +94.3% | -100.0% | +194.3% | +99.2% |
| All | +94.3% | -100.0% | +194.3% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling