-17.4%
RMBS vs VIK
+55.4%
-72.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -9.2% |
| 7D | -8.9% | +5.4% | -14.3% | -11.7% |
| 30D | -24.8% | +12.5% | -37.4% | -29.7% |
| 3M | -17.6% | -15.2% | -2.3% | -9.8% |
| 6M | -25.7% | +15.4% | -41.0% | -33.6% |
| YTD | -9.8% | +27.7% | -37.5% | -24.2% |
| 1Y | -17.4% | +59.7% | -77.1% | -36.2% |
| All | -17.4% | +55.4% | -72.8% | -36.2% |
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