+11.7%
DASH vs VIVK
-100.0%
+111.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.3% | +7.7% | -4.7% |
| 7D | -10.6% | -1.4% | -9.2% | -10.6% |
| 30D | +2.2% | -43.6% | +45.8% | +2.0% |
| 3M | +32.3% | -95.1% | +127.4% | +32.3% |
| 6M | +19.1% | -98.2% | +117.3% | +19.2% |
| YTD | -6.5% | -97.9% | +91.4% | -6.6% |
| 1Y | -14.9% | -100.0% | +85.1% | -15.2% |
| 3Y | +151.9% | -100.0% | +251.9% | +150.4% |
| 5Y | +9.4% | -100.0% | +109.4% | +8.1% |
| All | +11.7% | -100.0% | +111.7% | +12.7% |
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 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