-23.6%
RKT vs VIVK
-100.0%
+76.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.4% | -1.9% |
| 7D | +6.0% | +13.1% | -7.1% | +5.7% |
| 30D | +0.7% | -29.7% | +30.3% | +1.2% |
| 3M | +11.8% | -93.0% | +104.8% | +16.2% |
| 6M | -7.6% | -98.0% | +90.3% | -2.7% |
| YTD | -28.7% | -97.8% | +69.1% | -25.6% |
| 1Y | -32.6% | -100.0% | +67.4% | -24.3% |
| 3Y | +42.1% | -100.0% | +142.1% | +54.5% |
| 5Y | -7.2% | -100.0% | +92.8% | +2.5% |
| All | -23.6% | -100.0% | +76.4% | -16.2% |
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