+456.6%
DIS vs VIVK
-100.0%
+556.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.2% |
| 7D | +0.9% | -38.6% | +39.5% | +0.9% |
| 30D | +8.9% | -87.7% | +96.6% | +9.0% |
| 3M | +14.5% | -98.9% | +113.4% | +14.9% |
| 6M | +12.2% | -100.0% | +112.2% | +12.8% |
| YTD | +4.7% | -100.0% | +104.7% | +5.1% |
| 1Y | +2.8% | -100.0% | +102.8% | +3.4% |
| 3Y | +38.1% | -100.0% | +138.1% | +38.9% |
| 5Y | -23.6% | -100.0% | +76.4% | -23.2% |
| 10Y | +31.4% | -100.0% | +131.4% | +31.9% |
| All | +456.6% | -100.0% | +556.6% | +454.3% |
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