-54.2%
DOCS vs VIVK
-100.0%
+45.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +34.1% | -36.1% | -2.0% |
| 7D | -0.8% | -42.9% | +42.2% | -0.7% |
| 30D | +17.4% | -88.6% | +106.0% | +17.7% |
| 3M | +57.4% | -97.7% | +155.0% | +58.1% |
| 6M | +26.5% | -99.9% | +126.5% | +29.2% |
| YTD | -26.6% | -99.9% | +73.3% | -25.3% |
| 1Y | -48.1% | -100.0% | +51.9% | -45.9% |
| 3Y | +52.6% | -100.0% | +152.6% | +57.8% |
| All | -54.2% | -100.0% | +45.8% | -51.3% |
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