+203.8%
DHR vs VIVK
-100.0%
+303.8%
-43.8%
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% | -0.2% |
| 7D | -3.6% | -4.4% | +0.8% | -3.6% |
| 30D | -2.7% | -40.8% | +38.1% | -2.5% |
| 3M | +10.9% | -94.1% | +105.1% | +12.4% |
| 6M | +3.0% | -98.2% | +101.2% | +4.8% |
| YTD | -12.2% | -98.0% | +85.8% | -11.1% |
| 1Y | +3.3% | -100.0% | +103.3% | +6.8% |
| 3Y | -8.2% | -100.0% | +91.8% | -5.5% |
| 5Y | -29.9% | -100.0% | +70.1% | -27.8% |
| All | +203.8% | -100.0% | +303.8% | +208.0% |
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