-38.0%
DOCS vs VIVK
-100.0%
+62.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.7% | +1.1% |
| 7D | 0.0% | -44.2% | +44.2% | 0.0% |
| 30D | +7.8% | -90.0% | +97.8% | +8.0% |
| 3M | +20.0% | -98.0% | +118.0% | +20.4% |
| 6M | +26.5% | -99.9% | +126.5% | +28.9% |
| YTD | -25.8% | -99.9% | +74.2% | -24.6% |
| 1Y | -39.5% | -100.0% | +60.5% | -37.1% |
| 3Y | +60.3% | -100.0% | +160.3% | +65.0% |
| 5Y | -57.0% | -100.0% | +43.0% | -55.4% |
| All | -38.0% | -100.0% | +62.0% | -34.6% |
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