-52.9%
DOCS vs VIVK
-100.0%
+47.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.4% |
| 7D | +2.6% | -57.7% | +60.2% | +2.5% |
| 30D | +11.4% | -87.3% | +98.7% | +11.4% |
| 3M | +25.4% | -98.9% | +124.3% | +25.4% |
| 6M | +42.5% | -100.0% | +142.5% | +44.1% |
| YTD | -24.7% | -100.0% | +75.3% | -23.9% |
| 1Y | -32.9% | -100.0% | +67.1% | -30.9% |
| 3Y | +39.6% | -100.0% | +139.6% | +42.6% |
| All | -52.9% | -100.0% | +47.1% | -55.0% |
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