+48.1%
SHEL vs VIK
+236.8%
-188.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.4% |
| 7D | +1.9% | +3.6% | -1.7% | +1.8% |
| 30D | +8.7% | -16.7% | +25.4% | +9.6% |
| 3M | +11.0% | -1.1% | +12.0% | +10.6% |
| 6M | +14.6% | +27.8% | -13.3% | +10.9% |
| YTD | +33.3% | +23.3% | +9.9% | +29.2% |
| 1Y | +37.9% | +38.2% | -0.3% | +31.3% |
| All | +48.1% | +236.8% | -188.8% | +23.3% |
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 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