+36.9%
DOCS vs VIK
+233.3%
-196.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +7.8% | +6.8% | +1.0% | +6.0% |
| 3M | +20.0% | -17.6% | +37.6% | +26.1% |
| 6M | +26.5% | +5.4% | +21.1% | +23.0% |
| YTD | -25.8% | +22.1% | -47.8% | -32.7% |
| 1Y | -39.5% | +49.3% | -88.7% | -49.6% |
| All | +36.9% | +233.3% | -196.4% | -15.4% |
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