-11.2%
DASH vs VIVK
-100.0%
+88.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -22.8% | +21.3% | -1.6% |
| 7D | -2.8% | -56.0% | +53.2% | -3.1% |
| 30D | -9.3% | -92.3% | +83.0% | -10.1% |
| 3M | -15.1% | -98.6% | +83.6% | -16.6% |
| 6M | +8.7% | -99.9% | +108.7% | +7.4% |
| YTD | -21.3% | -100.0% | +78.7% | -22.9% |
| All | -11.2% | -100.0% | +88.8% | -8.7% |
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