+35.4%
DOCS vs VIK
+234.5%
-199.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.7% |
| 30D | +17.4% | +7.7% | +9.8% | +15.2% |
| 3M | +57.4% | -17.6% | +75.0% | +65.4% |
| 6M | +26.5% | +1.7% | +24.9% | +24.5% |
| YTD | -26.6% | +22.5% | -49.1% | -33.5% |
| 1Y | -48.1% | +52.6% | -100.7% | -57.2% |
| All | +35.4% | +234.5% | -199.1% | -16.4% |
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