+792.8%
VIAV vs DG
+577.8%
+215.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.0% | +15.2% | +11.9% |
| 7D | +11.3% | -2.5% | +13.8% | +11.7% |
| 30D | -1.0% | +1.0% | -2.0% | -1.4% |
| 3M | -20.5% | +20.3% | -40.8% | -24.1% |
| 6M | +39.0% | -11.7% | +50.7% | +40.9% |
| YTD | +117.5% | -2.3% | +119.8% | +114.6% |
| 1Y | +233.8% | +20.0% | +213.8% | +211.9% |
| 3Y | +295.4% | +7.2% | +288.2% | +263.6% |
| 5Y | +134.3% | -37.9% | +172.2% | +148.7% |
| 10Y | +398.7% | +107.3% | +291.4% | +253.6% |
| All | +792.8% | +577.8% | +215.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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