-5.9%
DG vs VIK
+221.3%
-227.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.2% |
| 7D | -6.3% | -1.8% | -4.5% | -6.2% |
| 30D | +2.4% | -17.3% | +19.7% | +3.1% |
| 3M | +12.4% | -5.1% | +17.5% | +12.6% |
| 6M | -14.9% | +16.2% | -31.1% | -15.0% |
| YTD | -6.1% | +17.6% | -23.7% | -6.0% |
| 1Y | +17.9% | +33.5% | -15.7% | +18.6% |
| All | -5.9% | +221.3% | -227.2% | -1.8% |
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