-100.0%
VIVK vs DECK
+874.1%
-974.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -1.2% | +35.3% | +34.2% |
| 7D | -42.9% | +5.8% | -48.7% | -43.2% |
| 30D | -88.6% | +7.9% | -96.5% | -88.7% |
| 3M | -97.7% | -11.4% | -86.3% | -97.7% |
| 6M | -99.9% | -16.6% | -83.3% | -99.9% |
| YTD | -99.9% | -16.4% | -83.6% | -99.9% |
| 1Y | -100.0% | +8.6% | -108.6% | -100.0% |
| 3Y | -100.0% | -15.1% | -84.9% | -100.0% |
| 5Y | -100.0% | +22.9% | -122.9% | -100.0% |
| All | -100.0% | +874.1% | -974.1% | -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