-100.0%
VIVK vs DAR
+867.2%
-967.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -42.0% | +7.4% | -49.4% | -42.8% |
| 3M | -92.5% | +15.7% | -108.2% | -92.7% |
| 6M | -98.0% | +30.0% | -128.0% | -98.1% |
| YTD | -97.9% | +87.5% | -185.4% | -98.1% |
| 1Y | -100.0% | +113.4% | -213.3% | -100.0% |
| 3Y | -100.0% | +15.3% | -115.3% | -100.0% |
| 5Y | -100.0% | -4.3% | -95.7% | -100.0% |
| 10Y | -100.0% | +380.2% | -480.2% | -100.0% |
| All | -100.0% | +867.2% | -967.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling