-100.0%
VIVK vs DECK
+806.8%
-906.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -1.6% | -12.8% | -14.3% |
| 7D | -48.0% | -0.8% | -47.2% | -48.0% |
| 30D | -88.4% | +4.9% | -93.3% | -88.5% |
| 3M | -98.7% | -5.8% | -92.9% | -98.7% |
| 6M | -100.0% | -8.6% | -91.4% | -100.0% |
| YTD | -100.0% | -14.7% | -85.2% | -100.0% |
| 1Y | -100.0% | +6.9% | -106.9% | -100.0% |
| 3Y | -100.0% | -16.2% | -83.8% | -100.0% |
| 5Y | -100.0% | +25.3% | -125.3% | -100.0% |
| 10Y | -100.0% | +781.3% | -881.3% | -100.0% |
| All | -100.0% | +806.8% | -906.8% | -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