+28.5%
ORLY vs VIK
+225.3%
-196.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -6.7% | -18.0% | +11.4% | -5.4% |
| 3M | -3.8% | -5.8% | +2.0% | -3.5% |
| 6M | -9.0% | +17.2% | -26.2% | -10.2% |
| YTD | -5.6% | +19.1% | -24.8% | -7.2% |
| 1Y | -19.5% | +33.6% | -53.1% | -21.5% |
| All | +28.5% | +225.3% | -196.9% | +20.8% |
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