-100.0%
VIVK vs DG
+560.3%
-660.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.6% | -3.8% | -5.8% |
| 7D | -7.9% | -4.8% | -3.1% | -7.0% |
| 30D | -42.0% | +1.8% | -43.7% | -42.2% |
| 3M | -92.5% | +14.5% | -107.0% | -92.8% |
| 6M | -98.0% | -13.6% | -84.5% | -97.9% |
| YTD | -97.9% | -4.8% | -93.1% | -97.9% |
| 1Y | -100.0% | +21.6% | -121.5% | -100.0% |
| 3Y | -100.0% | +4.5% | -104.5% | -100.0% |
| 5Y | -100.0% | -38.5% | -61.5% | -100.0% |
| 10Y | -100.0% | +102.2% | -202.2% | -100.0% |
| All | -100.0% | +560.3% | -660.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling