-100.0%
VIVK vs DOC
+21.1%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.8% | -25.3% | -24.0% |
| 7D | -44.2% | +5.9% | -50.1% | -45.3% |
| 30D | -90.0% | +10.3% | -100.3% | -90.3% |
| 3M | -98.0% | -2.2% | -95.8% | -98.0% |
| 6M | -99.9% | +8.2% | -108.1% | -99.9% |
| YTD | -99.9% | +35.4% | -135.3% | -99.9% |
| 1Y | -100.0% | +23.6% | -123.6% | -100.0% |
| 3Y | -100.0% | +57.3% | -157.3% | -100.0% |
| 5Y | -100.0% | -19.6% | -80.4% | -100.0% |
| 10Y | -100.0% | +20.8% | -120.8% | -100.0% |
| All | -100.0% | +21.1% | -121.1% | -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