+60.1%
DOCN vs VIVK
-100.0%
+160.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -12.3% | +15.1% | +3.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -9.6% | -43.6% | +34.0% | -8.4% |
| 3M | -37.7% | -95.1% | +57.4% | -33.8% |
| 6M | +115.2% | -98.2% | +213.4% | +131.2% |
| YTD | +133.7% | -97.9% | +231.6% | +147.5% |
| 1Y | +250.2% | -100.0% | +350.1% | +303.0% |
| 3Y | +320.3% | -100.0% | +420.3% | +366.8% |
| All | +60.1% | -100.0% | +160.1% | +84.0% |
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