+112.2%
DT vs VIVK
-100.0%
+212.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +7.0% | +0.7% |
| 7D | -0.5% | -7.9% | +7.4% | -0.4% |
| 30D | +0.1% | -42.0% | +42.0% | +1.1% |
| 3M | +24.1% | -92.5% | +116.6% | +29.2% |
| 6M | +30.1% | -98.0% | +128.1% | +37.8% |
| YTD | +16.8% | -97.9% | +114.7% | +22.0% |
| 1Y | -0.1% | -100.0% | +99.9% | +11.4% |
| 3Y | +6.8% | -100.0% | +106.8% | +16.8% |
| 5Y | -28.4% | -100.0% | +71.6% | -21.0% |
| All | +112.2% | -100.0% | +212.2% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling