-100.0%
VIVK vs RBA
+26.3%
-126.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.7% | -6.2% |
| 7D | -7.9% | -1.9% | -6.0% | -7.5% |
| 30D | -42.0% | -13.0% | -29.0% | -40.1% |
| 3M | -92.5% | -23.1% | -69.4% | -92.0% |
| 6M | -98.0% | -22.6% | -75.4% | -97.9% |
| YTD | -97.9% | -20.4% | -77.5% | -97.8% |
| 1Y | -100.0% | -29.6% | -70.4% | -100.0% |
| All | -100.0% | +26.3% | -126.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling