+32.1%
DUK vs VIK
+225.3%
-193.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.8% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +0.2% | -18.0% | +18.3% | -0.3% |
| 3M | -1.9% | -5.8% | +3.9% | -2.0% |
| 6M | -6.5% | +17.2% | -23.7% | -5.9% |
| YTD | +5.4% | +19.1% | -13.7% | +6.2% |
| 1Y | +3.6% | +33.6% | -30.1% | +4.6% |
| All | +32.1% | +225.3% | -193.2% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling