+116.4%
DOCN vs VIVK
-100.0%
+216.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -27.5% | +20.3% | -6.3% |
| 7D | -20.0% | -68.7% | +48.6% | -17.5% |
| 30D | -38.8% | -90.0% | +51.3% | -35.1% |
| 3M | -34.8% | -98.1% | +63.2% | -28.3% |
| 6M | -22.8% | -99.9% | +77.1% | -9.1% |
| YTD | +74.6% | -99.9% | +174.5% | +107.0% |
| 1Y | +116.4% | -100.0% | +216.4% | +151.4% |
| All | +116.4% | -100.0% | +216.4% | +151.4% |
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