-27.1%
RKT vs VIVK
-100.0%
+72.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.1% |
| 7D | -6.3% | -4.4% | -1.9% | -6.2% |
| 30D | -6.2% | -40.8% | +34.6% | -5.3% |
| 3M | -1.9% | -94.1% | +92.3% | +2.4% |
| 6M | -13.0% | -98.2% | +85.2% | -8.2% |
| YTD | -31.9% | -98.0% | +66.1% | -28.8% |
| 1Y | -37.6% | -100.0% | +62.4% | -30.1% |
| 3Y | +36.8% | -100.0% | +136.8% | +49.1% |
| 5Y | -9.7% | -100.0% | +90.3% | -0.3% |
| All | -27.1% | -100.0% | +72.9% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling