-100.0%
VIVK vs DLTR
+30.4%
-130.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.4% |
| 7D | -4.4% | -10.1% | +5.7% | -4.0% |
| 30D | -40.8% | -8.1% | -32.7% | -40.7% |
| 3M | -94.1% | +2.9% | -97.0% | -94.2% |
| 6M | -98.2% | +4.3% | -102.5% | -98.2% |
| YTD | -98.0% | -3.9% | -94.1% | -98.0% |
| 1Y | -100.0% | +18.9% | -118.9% | -100.0% |
| 3Y | -100.0% | +1.9% | -101.9% | -100.0% |
| All | -100.0% | +30.4% | -130.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling