-100.0%
VIVK vs DGX
+501.4%
-601.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.0% |
| 7D | -4.4% | -0.9% | -3.5% | -4.5% |
| 30D | -40.8% | -1.2% | -39.7% | -41.0% |
| 3M | -94.1% | +15.8% | -109.9% | -93.9% |
| 6M | -98.2% | +18.2% | -116.4% | -98.1% |
| YTD | -98.0% | +37.2% | -135.2% | -97.9% |
| 1Y | -100.0% | +30.4% | -130.3% | -100.0% |
| 3Y | -100.0% | +96.7% | -196.7% | -100.0% |
| 5Y | -100.0% | +67.2% | -167.2% | -100.0% |
| 10Y | -100.0% | +253.9% | -353.9% | -100.0% |
| All | -100.0% | +501.4% | -601.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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