-100.0%
VIVK vs DD
+66.6%
-166.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.3% |
| 7D | -4.4% | -3.5% | -0.9% | -3.6% |
| 30D | -40.8% | -11.7% | -29.2% | -39.2% |
| 3M | -94.1% | -9.2% | -84.9% | -94.1% |
| 6M | -98.2% | -7.2% | -91.0% | -98.2% |
| YTD | -98.0% | +6.6% | -104.6% | -98.1% |
| 1Y | -100.0% | +32.0% | -132.0% | -100.0% |
| 3Y | -100.0% | +42.1% | -142.1% | -100.0% |
| 5Y | -100.0% | +58.1% | -158.1% | -100.0% |
| All | -100.0% | +66.6% | -166.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling