-17.2%
DASH vs VIVK
-100.0%
+82.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -27.5% | +35.8% | +8.3% |
| 7D | +17.2% | -68.7% | +85.8% | +17.4% |
| 30D | +3.6% | -90.0% | +93.6% | +3.9% |
| 3M | -1.9% | -98.1% | +96.2% | -1.5% |
| 6M | +15.1% | -99.9% | +115.0% | +18.8% |
| YTD | -12.3% | -99.9% | +87.6% | -11.9% |
| 1Y | -17.2% | -100.0% | +82.8% | +8.9% |
| All | -17.2% | -100.0% | +82.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling