-100.0%
VIVK vs ROP
+1.9%
-101.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.4% | -7.9% | -7.6% |
| 7D | -57.7% | +0.7% | -58.4% | -57.8% |
| 30D | -87.3% | +28.8% | -116.1% | -88.7% |
| 3M | -98.9% | +21.1% | -120.0% | -99.0% |
| 6M | -100.0% | +52.5% | -152.5% | -100.0% |
| YTD | -100.0% | +8.9% | -108.8% | -100.0% |
| 1Y | -100.0% | +8.2% | -108.2% | -100.0% |
| 3Y | -100.0% | -5.2% | -94.8% | -100.0% |
| All | -100.0% | +1.9% | -101.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling