+212.8%
RDDT vs VIVK
-100.0%
+312.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.9% |
| 7D | +2.1% | -4.4% | +6.5% | +2.3% |
| 30D | +2.8% | -40.8% | +43.6% | +4.9% |
| 3M | -8.9% | -94.1% | +85.2% | -0.1% |
| 6M | +15.1% | -98.2% | +113.3% | +29.5% |
| YTD | -31.4% | -98.0% | +66.6% | -25.1% |
| 1Y | -39.4% | -100.0% | +60.5% | -20.3% |
| All | +212.8% | -100.0% | +312.8% | +378.8% |
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