-100.0%
VIVK vs DG
+19.2%
-119.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.3% | -8.7% | -8.4% |
| 7D | -4.4% | -6.5% | +2.1% | +0.2% |
| 30D | -40.8% | +4.2% | -45.0% | -43.3% |
| 3M | -94.1% | +9.5% | -103.7% | -94.8% |
| 6M | -98.2% | -13.1% | -85.1% | -97.8% |
| YTD | -98.0% | -4.8% | -93.2% | -97.9% |
| 1Y | -100.0% | +20.6% | -120.6% | -100.0% |
| All | -100.0% | +19.2% | -119.1% | -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