+176.5%
DLR vs VIVK
-100.0%
+276.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.8% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | -4.3% | -40.8% | +36.5% | -3.9% |
| 3M | +3.8% | -94.1% | +98.0% | +5.9% |
| 6M | +5.8% | -98.2% | +104.0% | +8.4% |
| YTD | +23.5% | -98.0% | +121.6% | +25.6% |
| 1Y | +11.1% | -100.0% | +111.0% | +16.1% |
| 3Y | +57.9% | -100.0% | +157.9% | +64.2% |
| 5Y | +44.0% | -100.0% | +144.0% | +49.8% |
| All | +176.5% | -100.0% | +276.5% | +171.2% |
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