+13.0%
DLR vs VIVK
-100.0%
+113.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -27.5% | +30.0% | +2.8% |
| 7D | +2.8% | -68.7% | +71.5% | +3.6% |
| 30D | +2.8% | -90.0% | +92.8% | +4.5% |
| 3M | -4.0% | -98.1% | +94.1% | -1.3% |
| 6M | -5.6% | -99.9% | +94.3% | -2.5% |
| YTD | +21.9% | -99.9% | +121.9% | +24.4% |
| 1Y | +13.0% | -100.0% | +113.0% | +14.1% |
| All | +13.0% | -100.0% | +113.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling