-100.0%
VIVK vs DOC
+21.5%
-121.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.2% |
| 7D | -38.6% | 0.0% | -38.6% | -38.6% |
| 30D | -87.7% | +6.6% | -94.3% | -88.0% |
| 3M | -98.9% | -1.1% | -97.8% | -98.9% |
| 6M | -100.0% | +4.8% | -104.8% | -100.0% |
| YTD | -100.0% | +32.1% | -132.0% | -100.0% |
| 1Y | -100.0% | +21.9% | -121.9% | -100.0% |
| 3Y | -100.0% | +51.4% | -151.4% | -100.0% |
| 5Y | -100.0% | -21.2% | -78.8% | -100.0% |
| All | -100.0% | +21.5% | -121.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling