+235.2%
VIK vs OUST
+284.1%
-48.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | -0.2% |
| 7D | 0.0% | +17.0% | -17.0% | -2.0% |
| 30D | +7.7% | -16.5% | +24.2% | +9.4% |
| 3M | -17.6% | -23.7% | +6.0% | -15.9% |
| 6M | +1.7% | +18.4% | -16.7% | -5.0% |
| YTD | +22.5% | +60.8% | -38.3% | +8.8% |
| 1Y | +52.6% | +44.2% | +8.4% | +36.8% |
| All | +235.2% | +284.1% | -48.9% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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