-100.0%
VIVK vs DAR
+375.1%
-475.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -9.5% | +0.9% | -10.4% | -9.6% |
| 30D | -35.1% | +6.4% | -41.5% | -36.0% |
| 3M | -93.4% | +13.2% | -106.6% | -93.6% |
| 6M | -98.0% | +26.2% | -124.2% | -98.1% |
| YTD | -97.9% | +84.4% | -182.2% | -98.1% |
| 1Y | -100.0% | +112.0% | -212.0% | -100.0% |
| 3Y | -100.0% | +13.4% | -113.3% | -100.0% |
| 5Y | -100.0% | -6.0% | -94.0% | -100.0% |
| All | -100.0% | +375.1% | -475.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling