+75.6%
RIO vs VIK
+228.1%
-152.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | +4.0% | -20.7% | +24.7% | +8.4% |
| 3M | +0.1% | -4.6% | +4.8% | +0.6% |
| 6M | +12.7% | +14.0% | -1.3% | +8.9% |
| YTD | +35.6% | +20.2% | +15.4% | +29.7% |
| 1Y | +73.7% | +36.0% | +37.7% | +62.9% |
| All | +75.6% | +228.1% | -152.6% | +45.8% |
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