+1,324.5%
DAL vs VIVK
-100.0%
+1,424.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +34.1% | -32.0% | +2.1% |
| 7D | +8.8% | -42.9% | +51.7% | +8.9% |
| 30D | +5.4% | -88.6% | +94.0% | +5.9% |
| 3M | -4.9% | -97.7% | +92.8% | -4.2% |
| 6M | +19.8% | -99.9% | +119.7% | +21.5% |
| YTD | +27.0% | -99.9% | +126.9% | +28.4% |
| 1Y | +52.5% | -100.0% | +152.4% | +55.0% |
| 3Y | +173.8% | -100.0% | +273.8% | +178.6% |
| 5Y | +104.5% | -100.0% | +204.5% | +108.3% |
| 10Y | +129.7% | -100.0% | +229.7% | +129.9% |
| All | +1,324.5% | -100.0% | +1,424.5% | +1,291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling