-100.0%
VIVK vs DG
+45.3%
-145.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +8.5% | -36.0% | -31.5% |
| 7D | -68.7% | +12.3% | -80.9% | -71.6% |
| 30D | -90.0% | +19.3% | -109.3% | -91.2% |
| 3M | -98.1% | +11.9% | -109.9% | -98.2% |
| 6M | -99.9% | +25.0% | -124.9% | -99.9% |
| YTD | -99.9% | +8.7% | -108.6% | -99.9% |
| 1Y | -100.0% | +44.7% | -144.7% | -100.0% |
| All | -100.0% | +45.3% | -145.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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