+1,392.0%
ROK vs VIVK
-100.0%
+1,492.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.7% | -1.1% |
| 7D | +2.8% | +13.1% | -10.3% | +2.8% |
| 30D | -2.4% | -29.7% | +27.3% | -2.4% |
| 3M | -4.7% | -93.0% | +88.3% | -4.4% |
| 6M | +16.8% | -98.0% | +114.7% | +17.2% |
| YTD | +11.4% | -97.8% | +109.1% | +11.7% |
| 1Y | +26.2% | -100.0% | +126.1% | +27.0% |
| 3Y | +51.9% | -100.0% | +151.8% | +52.7% |
| 5Y | +46.4% | -100.0% | +146.4% | +47.2% |
| 10Y | +343.5% | -100.0% | +443.5% | +343.2% |
| All | +1,392.0% | -100.0% | +1,492.0% | +1,416.6% |
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