-5.2%
DASH vs VIVK
-100.0%
+94.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +34.1% | -34.2% | -0.1% |
| 7D | +0.4% | -42.9% | +43.3% | +0.3% |
| 30D | -6.0% | -88.6% | +82.5% | -6.3% |
| 3M | -15.8% | -97.7% | +81.9% | -16.2% |
| 6M | +7.0% | -99.9% | +106.9% | +6.6% |
| YTD | -20.7% | -99.9% | +79.2% | -21.1% |
| 1Y | -8.5% | -100.0% | +91.4% | -8.8% |
| 3Y | +101.8% | -100.0% | +201.8% | +101.0% |
| 5Y | -9.6% | -100.0% | +90.4% | -11.2% |
| All | -5.2% | -100.0% | +94.8% | -4.8% |
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