-100.0%
VIVK vs RRC
+4.9%
-104.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.3% |
| 7D | -4.4% | -1.8% | -2.6% | -4.2% |
| 30D | -40.8% | +2.7% | -43.5% | -40.9% |
| 3M | -94.1% | +8.8% | -103.0% | -94.2% |
| 6M | -98.2% | -1.2% | -97.0% | -98.2% |
| YTD | -98.0% | +17.6% | -115.6% | -98.0% |
| 1Y | -100.0% | +18.4% | -118.4% | -100.0% |
| 3Y | -100.0% | +33.1% | -133.1% | -100.0% |
| 5Y | -100.0% | +148.2% | -248.2% | -100.0% |
| All | -100.0% | +4.9% | -104.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling