-100.0%
VIVK vs DECK
+25.8%
-125.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -1.5% | -21.8% | -23.3% |
| 7D | -75.3% | +6.0% | -81.4% | -75.4% |
| 30D | -92.3% | +7.4% | -99.7% | -92.3% |
| 3M | -98.3% | -11.7% | -86.7% | -98.3% |
| 6M | -99.9% | -11.0% | -89.0% | -99.9% |
| YTD | -99.9% | -15.4% | -84.6% | -99.9% |
| 1Y | -100.0% | +7.2% | -107.2% | -100.0% |
| 3Y | -100.0% | -11.8% | -88.2% | -100.0% |
| 5Y | -100.0% | +24.3% | -124.3% | -100.0% |
| All | -100.0% | +25.8% | -125.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling