-100.0%
VIVK vs RRC
-3.0%
-97.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.4% | -12.2% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | -43.6% | +10.1% | -53.7% | -44.2% |
| 3M | -95.1% | +4.0% | -99.1% | -95.1% |
| 6M | -98.2% | +1.6% | -99.8% | -98.2% |
| YTD | -97.9% | +19.7% | -117.6% | -98.0% |
| 1Y | -100.0% | +21.4% | -121.4% | -100.0% |
| 3Y | -100.0% | +29.7% | -129.6% | -100.0% |
| 5Y | -100.0% | +153.9% | -253.9% | -100.0% |
| 10Y | -100.0% | +10.8% | -110.8% | -100.0% |
| All | -100.0% | -3.0% | -97.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling