+70.5%
DOCN vs VIVK
-100.0%
+170.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +34.1% | -31.6% | +1.5% |
| 7D | -19.2% | -42.9% | +23.8% | -18.1% |
| 30D | -43.1% | -88.6% | +45.5% | -40.4% |
| 3M | -40.7% | -97.7% | +57.0% | -35.7% |
| 6M | -55.0% | -99.9% | +44.9% | -48.2% |
| YTD | +50.6% | -99.9% | +150.5% | +70.2% |
| 1Y | +54.0% | -100.0% | +153.9% | +82.5% |
| 3Y | +203.9% | -100.0% | +303.9% | +260.7% |
| 5Y | -29.4% | -100.0% | +70.6% | -15.8% |
| All | +70.5% | -100.0% | +170.5% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling