+278.5%
VIAV vs DD
+41.5%
+237.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.3% |
| 7D | +11.2% | -2.9% | +14.1% | +12.8% |
| 30D | -2.6% | -11.5% | +8.9% | +3.7% |
| 3M | -20.1% | -5.4% | -14.7% | -17.6% |
| 6M | +25.8% | -6.9% | +32.7% | +31.4% |
| YTD | +109.9% | +6.9% | +103.0% | +106.9% |
| 1Y | +214.3% | +35.6% | +178.7% | +180.7% |
| All | +278.5% | +41.5% | +237.1% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling