-36.4%
DECK vs VIK
+243.7%
-280.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | +0.1% | +2.7% | -2.6% | -1.1% |
| 30D | +4.8% | +8.8% | -4.0% | +1.0% |
| 3M | -6.9% | -15.3% | +8.4% | -0.6% |
| 6M | -7.6% | +9.4% | -16.9% | -12.8% |
| YTD | -16.3% | +25.9% | -42.1% | -27.0% |
| 1Y | +4.5% | +51.0% | -46.5% | -17.2% |
| All | -36.4% | +243.7% | -280.1% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling