+41.5%
DLR vs VIVK
-100.0%
+141.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -1.3% | -9.5% | +8.2% | -1.2% |
| 30D | -2.9% | -35.1% | +32.3% | -2.5% |
| 3M | +3.2% | -93.4% | +96.6% | +5.1% |
| 6M | +3.9% | -98.0% | +101.9% | +6.2% |
| YTD | +21.4% | -97.9% | +119.3% | +23.1% |
| 1Y | +9.7% | -100.0% | +109.6% | +14.8% |
| 3Y | +56.5% | -100.0% | +156.5% | +62.6% |
| 5Y | +41.5% | -100.0% | +141.5% | +45.3% |
| All | +41.5% | -100.0% | +141.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling