+61.8%
RMBS vs VIK
+221.3%
-159.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | +1.2% | -1.8% | +3.0% | +2.4% |
| 30D | -11.5% | -17.3% | +5.8% | +0.3% |
| 3M | -38.2% | -5.1% | -33.2% | -36.5% |
| 6M | -4.8% | +16.2% | -21.0% | -16.4% |
| YTD | -7.1% | +17.6% | -24.8% | -19.8% |
| 1Y | +10.7% | +33.5% | -22.8% | -13.2% |
| All | +61.8% | +221.3% | -159.5% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling