-100.0%
VIVK vs RRX
+5.4%
-105.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.7% | -11.1% | -8.4% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | -40.8% | -6.1% | -34.7% | -39.8% |
| 3M | -94.1% | -23.1% | -71.1% | -93.8% |
| 6M | -98.2% | -19.5% | -78.7% | -98.1% |
| YTD | -98.0% | +16.1% | -114.1% | -98.1% |
| 1Y | -100.0% | +12.9% | -112.9% | -100.0% |
| 3Y | -100.0% | +7.9% | -107.9% | -100.0% |
| All | -100.0% | +5.4% | -105.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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