-23.3%
ROP vs VIK
+221.3%
-244.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -8.0% | -1.8% | -6.2% | -7.8% |
| 30D | -2.7% | -17.3% | +14.5% | -0.3% |
| 3M | +16.6% | -5.1% | +21.7% | +16.5% |
| 6M | +10.4% | +16.2% | -5.8% | +5.4% |
| YTD | -12.1% | +17.6% | -29.7% | -16.5% |
| 1Y | -23.6% | +33.5% | -57.1% | -29.6% |
| All | -23.3% | +221.3% | -244.6% | -38.5% |
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