+821.7%
ON vs VIVK
-100.0%
+921.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.3% | +13.3% | +1.0% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | -3.3% | -43.6% | +40.3% | -3.2% |
| 3M | -43.6% | -95.1% | +51.6% | -43.4% |
| 6M | +19.0% | -98.2% | +117.1% | +19.3% |
| YTD | +37.4% | -97.9% | +135.3% | +37.6% |
| 1Y | +54.8% | -100.0% | +154.7% | +55.6% |
| 3Y | -25.2% | -100.0% | +74.8% | -24.8% |
| 5Y | +62.7% | -100.0% | +162.7% | +63.5% |
| 10Y | +574.3% | -100.0% | +674.3% | +575.4% |
| All | +821.7% | -100.0% | +921.7% | +838.8% |
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