-29.3%
DASH vs VIVK
-100.0%
+70.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | -0.6% |
| 7D | -4.5% | -57.7% | +53.1% | -4.6% |
| 30D | -6.8% | -87.3% | +80.5% | -6.9% |
| 3M | -20.7% | -98.9% | +78.2% | -21.0% |
| 6M | +15.1% | -100.0% | +115.0% | +15.0% |
| YTD | -24.3% | -100.0% | +75.7% | -24.6% |
| 1Y | -12.1% | -100.0% | +87.9% | -12.0% |
| 3Y | +91.1% | -100.0% | +191.1% | +91.2% |
| All | -29.3% | -100.0% | +70.7% | -34.9% |
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 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