-27.4%
DOCN vs VIVK
-100.0%
+72.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +12.9% | +3.6% |
| 7D | +27.4% | -38.6% | +66.0% | +28.6% |
| 30D | -29.7% | -87.7% | +58.0% | -26.2% |
| 3M | -32.5% | -98.9% | +66.4% | -25.1% |
| 6M | -42.2% | -100.0% | +57.8% | -31.7% |
| YTD | +87.2% | -100.0% | +187.1% | +117.1% |
| 1Y | +86.2% | -100.0% | +186.2% | +128.2% |
| 3Y | +257.4% | -100.0% | +357.4% | +335.8% |
| 5Y | -27.4% | -100.0% | +72.6% | -17.3% |
| All | -27.4% | -100.0% | +72.6% | -17.3% |
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