+766.0%
DLR vs VIVK
-100.0%
+866.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.6% |
| 7D | +3.4% | +13.1% | -9.7% | +3.4% |
| 30D | -2.2% | -29.7% | +27.4% | -2.2% |
| 3M | +4.7% | -93.0% | +97.7% | +5.0% |
| 6M | +9.0% | -98.0% | +107.0% | +9.3% |
| YTD | +24.1% | -97.8% | +121.9% | +24.4% |
| 1Y | +20.9% | -100.0% | +120.9% | +21.6% |
| 3Y | +60.0% | -100.0% | +160.0% | +60.8% |
| 5Y | +35.3% | -100.0% | +135.3% | +36.0% |
| 10Y | +165.8% | -100.0% | +265.7% | +166.0% |
| All | +766.0% | -100.0% | +866.0% | +757.2% |
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 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