+126.4%
DAL vs VIVK
-100.0%
+226.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -1.6% |
| 7D | +3.4% | +13.1% | -9.7% | +3.3% |
| 30D | -13.6% | -29.7% | +16.1% | -13.4% |
| 3M | +1.2% | -93.0% | +94.2% | +2.5% |
| 6M | +34.5% | -98.0% | +132.5% | +36.8% |
| YTD | +14.7% | -97.8% | +112.4% | +16.0% |
| 1Y | +29.2% | -100.0% | +129.2% | +34.0% |
| 3Y | +100.0% | -100.0% | +200.0% | +105.9% |
| 5Y | +106.3% | -100.0% | +206.3% | +112.3% |
| 10Y | +126.4% | -100.0% | +226.4% | +132.0% |
| All | +126.4% | -100.0% | +226.4% | +132.0% |
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