-41.4%
RAM vs VIK
-15.3%
-26.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.2% | -16.5% | -11.4% |
| 7D | -31.3% | +5.4% | -36.7% | -31.7% |
| 30D | -49.4% | +12.5% | -61.9% | -50.8% |
| 3M | -41.4% | -15.2% | -26.2% | -29.1% |
| All | -41.4% | -15.3% | -26.1% | -29.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling