-19.2%
ROL vs VIK
+236.8%
-256.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.2% | -2.8% |
| 7D | -3.4% | +3.6% | -7.0% | -3.8% |
| 30D | -6.9% | -16.7% | +9.8% | -5.4% |
| 3M | -24.6% | -1.1% | -23.5% | -24.8% |
| 6M | -39.5% | +27.8% | -67.4% | -41.6% |
| YTD | -41.1% | +23.3% | -64.5% | -42.9% |
| 1Y | -37.9% | +38.2% | -76.1% | -40.7% |
| All | -19.2% | +236.8% | -256.0% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling