-11.9%
ROL vs VIK
+239.9%
-251.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | -1.7% | +3.2% | -4.8% | -2.0% |
| 30D | +18.5% | +8.2% | +10.3% | +17.6% |
| 3M | +4.3% | -14.7% | +19.0% | +5.7% |
| 6M | -27.7% | +10.3% | -38.0% | -28.9% |
| YTD | -35.8% | +24.5% | -60.3% | -37.9% |
| 1Y | -34.1% | +45.7% | -79.8% | -37.4% |
| All | -11.9% | +239.9% | -251.7% | -27.4% |
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