-100.0%
VIVK vs DOC
-22.1%
-77.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -0.2% | -23.1% | -23.3% |
| 7D | -75.3% | +6.2% | -81.6% | -75.9% |
| 30D | -92.3% | +6.5% | -98.8% | -92.5% |
| 3M | -98.3% | -6.2% | -92.1% | -98.3% |
| 6M | -99.9% | +25.6% | -125.5% | -99.9% |
| YTD | -99.9% | +32.1% | -132.0% | -99.9% |
| 1Y | -100.0% | +20.3% | -120.3% | -100.0% |
| 3Y | -100.0% | +42.7% | -142.7% | -100.0% |
| 5Y | -100.0% | -22.2% | -77.8% | -100.0% |
| All | -100.0% | -22.1% | -77.9% | -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