-73.2%
DOCS vs VIVK
-100.0%
+26.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.3% | +9.6% | -2.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +21.8% | -43.6% | +65.4% | +21.9% |
| 3M | +27.3% | -95.1% | +122.4% | +28.7% |
| 6M | -0.3% | -98.2% | +97.9% | +1.0% |
| YTD | -40.5% | -97.9% | +57.4% | -39.7% |
| 1Y | -61.5% | -100.0% | +38.4% | -59.8% |
| 3Y | +8.2% | -100.0% | +108.1% | +10.7% |
| All | -73.2% | -100.0% | +26.8% | -72.5% |
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 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