-100.0%
VIVK vs COO
+954.8%
-1,054.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.5% | -10.8% | -12.3% |
| 7D | -1.4% | -2.2% | +0.8% | -1.4% |
| 30D | -43.6% | -7.0% | -36.6% | -43.6% |
| 3M | -95.1% | +12.2% | -107.3% | -95.1% |
| 6M | -98.2% | -15.1% | -83.1% | -98.2% |
| YTD | -97.9% | -15.1% | -82.8% | -97.9% |
| 1Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 3Y | -100.0% | -23.7% | -76.3% | -100.0% |
| 5Y | -100.0% | -38.9% | -61.1% | -100.0% |
| 10Y | -100.0% | +49.9% | -149.9% | -100.0% |
| All | -100.0% | +954.8% | -1,054.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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