+237.5%
VIK vs DRI
+50.0%
+187.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.4% |
| 7D | +3.6% | -1.2% | +4.8% | +4.1% |
| 30D | -16.7% | -0.4% | -16.3% | -16.9% |
| 3M | -1.1% | +9.5% | -10.6% | -5.8% |
| 6M | +27.8% | +6.5% | +21.4% | +23.3% |
| YTD | +23.3% | +18.4% | +4.9% | +13.1% |
| 1Y | +38.2% | +4.2% | +34.0% | +33.7% |
| All | +237.5% | +50.0% | +187.4% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling