+64.7%
RMBS vs VIK
+236.8%
-172.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | -0.2% |
| 7D | +3.0% | +3.6% | -0.6% | +0.4% |
| 30D | -14.4% | -16.7% | +2.3% | -3.3% |
| 3M | -42.8% | -1.1% | -41.8% | -42.9% |
| 6M | -1.4% | +27.8% | -29.2% | -19.2% |
| YTD | -5.4% | +23.3% | -28.8% | -21.0% |
| 1Y | +18.6% | +38.2% | -19.6% | -9.1% |
| All | +64.7% | +236.8% | -172.1% | -28.5% |
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 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