-20.1%
ROL vs VIK
+221.3%
-241.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.2% | -1.8% | -1.4% | -3.1% |
| 30D | -6.6% | -17.3% | +10.7% | -5.0% |
| 3M | -27.3% | -5.1% | -22.2% | -27.2% |
| 6M | -38.1% | +16.2% | -54.3% | -39.6% |
| YTD | -41.8% | +17.6% | -59.4% | -43.3% |
| 1Y | -37.8% | +33.5% | -71.3% | -40.4% |
| All | -20.1% | +221.3% | -241.3% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling