-100.0%
VIVK vs DECK
-30.4%
-69.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -13.9% | -12.4% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | -43.6% | -13.6% | -30.0% | -43.0% |
| 3M | -95.1% | -21.2% | -73.9% | -95.0% |
| 6M | -98.2% | -21.1% | -77.1% | -98.2% |
| YTD | -97.9% | -17.2% | -80.7% | -97.9% |
| 1Y | -100.0% | -30.7% | -69.2% | -100.0% |
| All | -100.0% | -30.4% | -69.6% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling