-20.0%
DASH vs VIVK
-100.0%
+80.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.7% | -13.0% | -5.3% |
| 7D | -11.2% | +13.1% | -24.2% | -11.2% |
| 30D | -7.3% | -29.7% | +22.4% | -7.2% |
| 3M | +31.4% | -93.0% | +124.4% | +33.5% |
| 6M | +11.9% | -98.0% | +109.8% | +14.3% |
| YTD | -11.5% | -97.8% | +86.3% | -11.0% |
| 1Y | -20.0% | -100.0% | +80.0% | -13.1% |
| All | -20.0% | -100.0% | +80.0% | -13.1% |
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 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