+114.1%
DT vs VIVK
-100.0%
+214.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.5% |
| 7D | -1.6% | -4.4% | +2.8% | -1.5% |
| 30D | +3.0% | -40.8% | +43.9% | +4.0% |
| 3M | +26.5% | -94.1% | +120.6% | +32.5% |
| 6M | +35.9% | -98.2% | +134.1% | +44.3% |
| YTD | +17.8% | -98.0% | +115.8% | +23.3% |
| 1Y | +4.1% | -100.0% | +104.0% | +15.9% |
| 3Y | +5.3% | -100.0% | +105.3% | +15.2% |
| 5Y | -27.2% | -100.0% | +72.8% | -19.6% |
| All | +114.1% | -100.0% | +214.1% | +122.2% |
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