-1.8%
RMBS vs VIK
+34.6%
-36.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.2% |
| 7D | +1.8% | -0.9% | +2.7% | +2.3% |
| 30D | -13.9% | -18.4% | +4.5% | -3.0% |
| 3M | -39.8% | -8.8% | -31.0% | -36.8% |
| 6M | -6.0% | +17.1% | -23.2% | -17.2% |
| YTD | -5.4% | +19.0% | -24.4% | -17.5% |
| 1Y | -1.8% | +30.1% | -32.0% | -16.7% |
| All | -1.8% | +34.6% | -36.4% | -16.7% |
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