+237.5%
VIK vs DBX
+46.6%
+190.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +3.4% |
| 7D | +3.6% | -1.3% | +4.9% | +3.9% |
| 30D | -16.7% | -2.9% | -13.9% | -16.1% |
| 3M | -1.1% | +23.8% | -24.9% | -7.2% |
| 6M | +27.8% | +26.2% | +1.6% | +18.6% |
| YTD | +23.3% | +21.6% | +1.7% | +16.1% |
| 1Y | +38.2% | +11.4% | +26.7% | +34.3% |
| All | +237.5% | +46.6% | +190.9% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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