-99.8%
DFNS vs VIK
+239.9%
-339.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.3% | -18.0% | -19.3% |
| 7D | -12.7% | +3.2% | -15.8% | -12.7% |
| 30D | -65.2% | +8.2% | -73.4% | -65.2% |
| 3M | -94.6% | -14.7% | -79.9% | -94.6% |
| 6M | -96.2% | +10.3% | -106.5% | -96.0% |
| YTD | -99.6% | +24.5% | -124.1% | -99.6% |
| 1Y | -99.7% | +45.7% | -145.4% | -99.6% |
| All | -99.8% | +239.9% | -339.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling