-100.0%
VIVK vs ROP
+135.7%
-235.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -9.5% | -8.0% | -1.5% | -6.0% |
| 30D | -35.1% | -2.7% | -32.4% | -34.4% |
| 3M | -93.4% | +16.6% | -110.0% | -93.7% |
| 6M | -98.0% | +10.4% | -108.3% | -98.0% |
| YTD | -97.9% | -12.1% | -85.8% | -97.7% |
| 1Y | -100.0% | -23.6% | -76.3% | -100.0% |
| 3Y | -100.0% | -19.3% | -80.7% | -100.0% |
| 5Y | -100.0% | -15.4% | -84.6% | -100.0% |
| All | -100.0% | +135.7% | -235.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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