-100.0%
VIVK vs DBX
+19.3%
-119.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.3% | -8.6% | -6.7% |
| 7D | -7.9% | +0.3% | -8.2% | -7.9% |
| 30D | -42.0% | 0.0% | -42.0% | -42.0% |
| 3M | -92.5% | +26.1% | -118.6% | -92.8% |
| 6M | -98.0% | +29.4% | -127.4% | -98.1% |
| YTD | -97.9% | +24.4% | -122.3% | -98.0% |
| 1Y | -100.0% | +10.9% | -110.8% | -100.0% |
| 3Y | -100.0% | +24.1% | -124.0% | -100.0% |
| 5Y | -100.0% | +7.8% | -107.8% | -100.0% |
| All | -100.0% | +19.3% | -119.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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