+1,254.5%
DHI vs VIVK
-100.0%
+1,354.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.7% |
| 7D | -3.4% | -4.4% | +1.0% | -3.4% |
| 30D | -5.4% | -40.8% | +35.4% | -5.4% |
| 3M | -10.4% | -94.1% | +83.7% | -10.3% |
| 6M | -2.8% | -98.2% | +95.4% | -2.5% |
| YTD | -3.4% | -98.0% | +94.6% | -3.2% |
| 1Y | -22.9% | -100.0% | +77.1% | -22.6% |
| 3Y | +20.7% | -100.0% | +120.7% | +21.1% |
| 5Y | +62.1% | -100.0% | +162.1% | +62.7% |
| 10Y | +410.4% | -100.0% | +510.4% | +409.7% |
| All | +1,254.5% | -100.0% | +1,354.5% | +1,229.8% |
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