+13.3%
RMBS vs VIK
+37.7%
-24.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | -0.3% | -3.0% | +2.7% | +1.6% |
| 30D | -12.2% | -20.7% | +8.6% | +1.5% |
| 3M | -49.5% | -4.6% | -44.9% | -48.4% |
| 6M | -7.1% | +14.0% | -21.1% | -17.2% |
| YTD | -7.0% | +20.2% | -27.2% | -20.2% |
| 1Y | +13.3% | +36.0% | -22.7% | -9.2% |
| All | +13.3% | +37.7% | -24.4% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling