+7.6%
RIG vs VIK
+225.1%
-217.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | -3.1% | -0.9% | -2.1% | -2.9% |
| 30D | -0.5% | -18.4% | +17.9% | +4.2% |
| 3M | -6.0% | -8.8% | +2.8% | -4.8% |
| 6M | -10.1% | +17.1% | -27.3% | -17.8% |
| YTD | +37.3% | +19.0% | +18.2% | +24.0% |
| 1Y | +73.9% | +30.1% | +43.8% | +50.5% |
| All | +7.6% | +225.1% | -217.5% | -44.6% |
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