+35.4%
DASH vs VIK
+239.9%
-204.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.7% |
| 7D | -4.1% | +3.2% | -7.2% | -5.3% |
| 30D | -10.6% | +8.2% | -18.8% | -13.1% |
| 3M | -18.8% | -14.7% | -4.1% | -14.2% |
| 6M | +11.2% | +10.3% | +0.9% | +6.3% |
| YTD | -23.8% | +24.5% | -48.3% | -31.2% |
| 1Y | -12.2% | +45.7% | -57.9% | -25.7% |
| All | +35.4% | +239.9% | -204.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling