-100.0%
VIVK vs DECK
+730.5%
-830.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.4% | -5.2% | -9.3% |
| 7D | -38.6% | -3.7% | -35.0% | -38.5% |
| 30D | -87.7% | +0.6% | -88.3% | -87.8% |
| 3M | -98.9% | -7.3% | -91.5% | -98.9% |
| 6M | -100.0% | -10.9% | -89.0% | -100.0% |
| YTD | -100.0% | -18.5% | -81.5% | -100.0% |
| 1Y | -100.0% | +0.2% | -100.2% | -100.0% |
| 3Y | -100.0% | -19.8% | -80.2% | -100.0% |
| 5Y | -100.0% | +18.7% | -118.7% | -100.0% |
| All | -100.0% | +730.5% | -830.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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