-100.0%
VIVK vs DAR
+32.2%
-132.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.7% | -9.8% |
| 7D | -38.6% | +9.2% | -47.8% | -39.3% |
| 30D | -87.7% | -12.3% | -75.5% | -87.5% |
| 3M | -98.9% | -12.7% | -86.1% | -98.8% |
| 6M | -100.0% | -12.8% | -87.2% | -100.0% |
| YTD | -100.0% | +53.8% | -153.7% | -100.0% |
| 1Y | -100.0% | +60.3% | -160.3% | -100.0% |
| All | -100.0% | +32.2% | -132.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling