-100.0%
VIVK vs DG
+101.8%
-201.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.3% | -8.7% | -7.5% |
| 7D | -4.4% | -6.5% | +2.1% | -3.7% |
| 30D | -40.8% | +4.2% | -45.0% | -41.1% |
| 3M | -94.1% | +9.5% | -103.7% | -94.2% |
| 6M | -98.2% | -13.1% | -85.1% | -98.2% |
| YTD | -98.0% | -4.8% | -93.2% | -98.0% |
| 1Y | -100.0% | +20.6% | -120.6% | -100.0% |
| 3Y | -100.0% | +4.9% | -104.9% | -100.0% |
| 5Y | -100.0% | -37.9% | -62.1% | -100.0% |
| All | -100.0% | +101.8% | -201.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling