+87.1%
DOCN vs VIVK
-100.0%
+187.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -22.8% | +24.3% | +2.2% |
| 7D | -12.1% | -56.0% | +43.8% | -10.4% |
| 30D | -41.0% | -92.3% | +51.3% | -37.6% |
| 3M | -38.7% | -98.6% | +59.9% | -32.7% |
| 6M | -51.5% | -99.9% | +48.4% | -43.4% |
| YTD | +65.3% | -100.0% | +165.2% | +89.1% |
| 1Y | +53.9% | -100.0% | +153.9% | +85.4% |
| 3Y | +215.6% | -100.0% | +315.6% | +278.8% |
| 5Y | -26.2% | -100.0% | +73.8% | -10.9% |
| All | +87.1% | -100.0% | +187.1% | +131.6% |
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