+2,237.7%
ROST vs VIVK
-100.0%
+2,337.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.4% |
| 7D | +0.2% | +13.1% | -12.8% | +0.2% |
| 30D | -10.0% | -29.7% | +19.7% | -10.0% |
| 3M | +1.2% | -93.0% | +94.2% | +1.3% |
| 6M | +8.9% | -98.0% | +106.9% | +9.1% |
| YTD | +28.1% | -97.8% | +125.8% | +28.2% |
| 1Y | +53.0% | -100.0% | +152.9% | +53.4% |
| 3Y | +97.9% | -100.0% | +197.8% | +98.3% |
| 5Y | +112.0% | -100.0% | +212.0% | +112.5% |
| 10Y | +303.0% | -100.0% | +403.0% | +303.5% |
| All | +2,237.7% | -100.0% | +2,337.7% | +2,362.2% |
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