+70.0%
RIO vs VIK
+225.1%
-155.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | +0.9% | -18.4% | +19.3% | +4.6% |
| 3M | -1.4% | -8.8% | +7.3% | -0.2% |
| 6M | +10.9% | +17.1% | -6.2% | +6.7% |
| YTD | +31.2% | +19.0% | +12.2% | +25.8% |
| 1Y | +67.9% | +30.1% | +37.8% | +58.6% |
| All | +70.0% | +225.1% | -155.1% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling