+11.0%
DT vs VIK
+225.3%
-214.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +0.1% | -18.0% | +18.1% | +4.0% |
| 3M | +24.1% | -5.8% | +29.9% | +25.2% |
| 6M | +30.1% | +17.2% | +13.0% | +23.2% |
| YTD | +16.8% | +19.1% | -2.4% | +9.4% |
| 1Y | -0.1% | +33.6% | -33.7% | -10.2% |
| All | +11.0% | +225.3% | -214.3% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling