-100.0%
VIVK vs DOC
-24.5%
-75.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.8% | -10.5% | -11.9% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -43.6% | -4.8% | -38.9% | -43.0% |
| 3M | -95.1% | +6.9% | -102.0% | -95.2% |
| 6M | -98.2% | +20.7% | -118.9% | -98.3% |
| YTD | -97.9% | +34.1% | -132.1% | -98.1% |
| 1Y | -100.0% | +22.6% | -122.6% | -100.0% |
| 3Y | -100.0% | +20.8% | -120.8% | -100.0% |
| All | -100.0% | -24.5% | -75.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling