-100.0%
VIVK vs COO
+849.6%
-949.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.7% | -8.2% | -7.5% |
| 7D | -57.7% | +0.5% | -58.1% | -57.7% |
| 30D | -87.3% | +14.2% | -101.4% | -87.2% |
| 3M | -98.9% | -18.2% | -80.7% | -98.9% |
| 6M | -100.0% | +5.3% | -105.3% | -100.0% |
| YTD | -100.0% | -23.6% | -76.4% | -100.0% |
| 1Y | -100.0% | -12.7% | -87.3% | -100.0% |
| 3Y | -100.0% | -24.2% | -75.8% | -100.0% |
| 5Y | -100.0% | -40.0% | -60.0% | -100.0% |
| 10Y | -100.0% | +41.6% | -141.6% | -100.0% |
| All | -100.0% | +849.6% | -949.6% | -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