+128.1%
DAL vs VIVK
-100.0%
+228.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -23.6% | +28.8% | +5.4% |
| 7D | +10.0% | -44.2% | +54.3% | +10.3% |
| 30D | +12.0% | -90.0% | +102.1% | +13.5% |
| 3M | +0.8% | -98.0% | +98.8% | +3.1% |
| 6M | +26.2% | -99.9% | +126.1% | +31.6% |
| YTD | +33.7% | -99.9% | +133.6% | +38.1% |
| 1Y | +57.6% | -100.0% | +157.6% | +65.8% |
| 3Y | +183.5% | -100.0% | +283.5% | +197.9% |
| 5Y | +114.2% | -100.0% | +214.2% | +125.7% |
| 10Y | +128.1% | -100.0% | +228.1% | +143.3% |
| All | +128.1% | -100.0% | +228.1% | +143.3% |
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