+489.1%
DDOG vs VIVK
-100.0%
+589.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.1% |
| 7D | +3.9% | -4.4% | +8.3% | +4.0% |
| 30D | -8.2% | -40.8% | +32.6% | -7.2% |
| 3M | -5.6% | -94.1% | +88.6% | -1.0% |
| 6M | +73.5% | -98.2% | +171.7% | +84.3% |
| YTD | +62.7% | -98.0% | +160.7% | +71.3% |
| 1Y | +59.0% | -100.0% | +158.9% | +74.7% |
| 3Y | +117.1% | -100.0% | +217.1% | +134.7% |
| 5Y | +61.3% | -100.0% | +161.3% | +76.7% |
| All | +489.1% | -100.0% | +589.1% | +516.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling