+41.0%
DASH vs VIK
+234.5%
-193.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.7% |
| 7D | +0.4% | 0.0% | +0.4% | +0.6% |
| 30D | -6.0% | +7.7% | -13.7% | -8.5% |
| 3M | -15.8% | -17.6% | +1.9% | -9.7% |
| 6M | +7.0% | +1.7% | +5.3% | +5.5% |
| YTD | -20.7% | +22.5% | -43.2% | -27.9% |
| 1Y | -8.5% | +52.6% | -61.2% | -24.2% |
| All | +41.0% | +234.5% | -193.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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