-38.8%
DOCS vs VIVK
-100.0%
+61.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -22.8% | +21.4% | -1.4% |
| 7D | -0.6% | -56.0% | +55.4% | -0.5% |
| 30D | +6.3% | -92.3% | +98.6% | +6.5% |
| 3M | +26.5% | -98.6% | +125.1% | +27.0% |
| 6M | +24.8% | -99.9% | +124.7% | +27.2% |
| YTD | -26.8% | -100.0% | +73.2% | -25.6% |
| 1Y | -38.3% | -100.0% | +61.7% | -35.9% |
| 3Y | +36.0% | -100.0% | +136.0% | +40.1% |
| 5Y | -55.0% | -100.0% | +45.0% | -53.3% |
| All | -38.8% | -100.0% | +61.2% | -35.5% |
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