+237.5%
VIK vs DD
+42.6%
+194.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.8% |
| 7D | +3.6% | -0.6% | +4.2% | +3.9% |
| 30D | -16.7% | -7.4% | -9.3% | -13.3% |
| 3M | -1.1% | -6.4% | +5.4% | +2.1% |
| 6M | +27.8% | -2.5% | +30.3% | +28.4% |
| YTD | +23.3% | +10.2% | +13.1% | +15.0% |
| 1Y | +38.2% | +36.9% | +1.2% | +11.7% |
| All | +237.5% | +42.6% | +194.8% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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