-100.0%
VIVK vs DD
+443.2%
-543.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.6% | -3.8% | -5.9% |
| 7D | -7.9% | -3.8% | -4.1% | -7.3% |
| 30D | -42.0% | -9.2% | -32.7% | -40.9% |
| 3M | -92.5% | -9.0% | -83.5% | -92.4% |
| 6M | -98.0% | -5.0% | -93.0% | -98.0% |
| YTD | -97.9% | +7.4% | -105.3% | -98.0% |
| 1Y | -100.0% | +35.1% | -135.1% | -100.0% |
| 3Y | -100.0% | +43.2% | -143.2% | -100.0% |
| 5Y | -100.0% | +59.6% | -159.6% | -100.0% |
| 10Y | -100.0% | +66.5% | -166.5% | -100.0% |
| All | -100.0% | +443.2% | -543.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling