+230.8%
RDW vs VIVK
-100.0%
+330.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -2.2% |
| 7D | +0.9% | -4.4% | +5.2% | +0.9% |
| 30D | -21.3% | -40.8% | +19.5% | -20.6% |
| 3M | -37.9% | -94.1% | +56.3% | -35.1% |
| 6M | +12.3% | -98.2% | +110.5% | +18.4% |
| YTD | +39.7% | -98.0% | +137.7% | +45.3% |
| 1Y | +25.7% | -100.0% | +125.6% | +44.7% |
| 3Y | +230.8% | -100.0% | +330.8% | +202.3% |
| All | +230.8% | -100.0% | +330.8% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling