+459.9%
DDOG vs VIVK
-100.0%
+559.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -8.9% | -1.4% |
| 7D | -6.1% | +13.1% | -19.1% | -6.4% |
| 30D | -10.1% | -29.7% | +19.5% | -9.5% |
| 3M | -9.3% | -93.0% | +83.7% | -5.3% |
| 6M | +67.2% | -98.0% | +165.1% | +77.1% |
| YTD | +54.6% | -97.8% | +152.4% | +62.4% |
| 1Y | +54.1% | -100.0% | +154.0% | +69.6% |
| 3Y | +115.3% | -100.0% | +215.2% | +132.1% |
| 5Y | +50.6% | -100.0% | +150.6% | +64.8% |
| All | +459.9% | -100.0% | +559.9% | +484.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling