-98.8%
DFNS vs VIK
+236.8%
-335.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | +0.8% | +3.6% | -2.8% | +0.8% |
| 30D | -73.2% | -16.7% | -56.5% | -73.4% |
| 3M | -72.4% | -1.1% | -71.4% | -71.6% |
| 6M | -95.2% | +27.8% | -123.0% | -94.5% |
| YTD | -98.0% | +23.3% | -121.3% | -97.7% |
| 1Y | -98.3% | +38.2% | -136.4% | -97.9% |
| All | -98.8% | +236.8% | -335.6% | -98.7% |
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 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