+25.7%
RDW vs VIVK
-100.0%
+125.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -2.2% |
| 7D | +0.9% | -4.4% | +5.2% | +1.0% |
| 30D | -21.3% | -40.8% | +19.5% | -20.6% |
| 3M | -37.9% | -94.1% | +56.3% | -34.9% |
| 6M | +12.3% | -98.2% | +110.5% | +19.0% |
| YTD | +39.7% | -98.0% | +137.7% | +46.6% |
| 1Y | +25.7% | -100.0% | +125.6% | +57.4% |
| All | +25.7% | -100.0% | +125.6% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling