-100.0%
VIVK vs DD
+49.3%
-149.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -1.8% | -25.7% | -26.4% |
| 7D | -68.7% | +8.7% | -77.4% | -70.0% |
| 30D | -90.0% | +15.3% | -105.4% | -90.7% |
| 3M | -98.1% | +5.9% | -104.0% | -98.1% |
| 6M | -99.9% | +11.6% | -111.5% | -99.9% |
| YTD | -99.9% | +26.5% | -126.5% | -100.0% |
| 1Y | -100.0% | +35.4% | -135.4% | -100.0% |
| All | -100.0% | +49.3% | -149.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling