+54.0%
ROST vs VIVK
-100.0%
+153.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.4% | +9.7% | +2.4% |
| 7D | +0.2% | -4.4% | +4.6% | +0.2% |
| 30D | -6.9% | -40.8% | +33.9% | -6.7% |
| 3M | -3.3% | -94.1% | +90.8% | -2.0% |
| 6M | +9.0% | -98.2% | +107.2% | +10.9% |
| YTD | +28.9% | -98.0% | +126.9% | +30.1% |
| 1Y | +54.0% | -100.0% | +153.9% | +57.8% |
| All | +54.0% | -100.0% | +153.9% | +57.8% |
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