-35.6%
DOCN vs VIVK
-100.0%
+64.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +34.1% | -31.6% | +1.4% |
| 7D | -19.2% | -42.9% | +23.8% | -18.1% |
| 30D | -43.1% | -88.6% | +45.5% | -40.1% |
| 3M | -40.7% | -97.7% | +57.0% | -35.3% |
| 6M | -55.0% | -99.9% | +44.9% | -47.6% |
| YTD | +50.6% | -99.9% | +150.5% | +71.8% |
| 1Y | +54.0% | -100.0% | +153.9% | +85.4% |
| 3Y | +203.9% | -100.0% | +303.9% | +265.6% |
| All | -35.6% | -100.0% | +64.4% | -22.6% |
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 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