+105.8%
DAL vs VIVK
-100.0%
+205.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -12.3% | +14.1% | +1.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | -13.9% | -43.6% | +29.7% | -13.6% |
| 3M | +1.1% | -95.1% | +96.2% | +3.2% |
| 6M | +26.2% | -98.2% | +124.4% | +29.3% |
| YTD | +16.4% | -97.9% | +114.3% | +18.2% |
| 1Y | +33.9% | -100.0% | +133.8% | +41.8% |
| 3Y | +93.4% | -100.0% | +193.4% | +101.0% |
| All | +105.8% | -100.0% | +205.8% | +111.1% |
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