-100.0%
VIVK vs DLTR
+29.2%
-129.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.3% | -12.6% | -12.4% |
| 7D | -1.4% | +2.5% | -3.8% | -2.2% |
| 30D | -43.6% | +2.1% | -45.7% | -44.2% |
| 3M | -95.1% | +20.3% | -115.4% | -95.5% |
| 6M | -98.2% | +11.5% | -109.7% | -98.2% |
| YTD | -97.9% | +6.8% | -104.8% | -97.9% |
| 1Y | -100.0% | +31.1% | -131.1% | -100.0% |
| All | -100.0% | +29.2% | -129.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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