+9.7%
DLR vs VIK
+31.2%
-21.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.7% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | -2.9% | -17.3% | +14.4% | +0.7% |
| 3M | +3.2% | -5.1% | +8.3% | +4.1% |
| 6M | +3.9% | +16.2% | -12.3% | +0.6% |
| YTD | +21.4% | +17.6% | +3.8% | +16.3% |
| 1Y | +9.7% | +33.5% | -23.8% | +2.9% |
| All | +9.7% | +31.2% | -21.6% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling