+161.0%
DAL vs VIVK
-100.0%
+261.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.1% | -0.3% |
| 7D | -1.1% | -57.7% | +56.6% | -0.8% |
| 30D | +12.8% | -87.3% | +100.1% | +13.6% |
| 3M | -5.3% | -98.9% | +93.6% | -3.9% |
| 6M | +22.4% | -100.0% | +122.3% | +25.5% |
| YTD | +25.6% | -100.0% | +125.6% | +27.9% |
| 1Y | +45.5% | -100.0% | +145.5% | +51.0% |
| 3Y | +161.0% | -100.0% | +261.0% | +173.8% |
| All | +161.0% | -100.0% | +261.0% | +173.8% |
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