+83.5%
ROST vs VIK
+236.8%
-153.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | 0.0% | +3.6% | -3.6% | -0.7% |
| 30D | -10.2% | -16.7% | +6.6% | -7.0% |
| 3M | +1.0% | -1.1% | +2.1% | +0.8% |
| 6M | +8.7% | +27.8% | -19.1% | +2.3% |
| YTD | +27.8% | +23.3% | +4.5% | +20.5% |
| 1Y | +52.7% | +38.2% | +14.5% | +40.0% |
| All | +83.5% | +236.8% | -153.3% | +42.0% |
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