+36.0%
VIK vs RL
+13.6%
+22.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.6% |
| 30D | -20.7% | -7.8% | -13.0% | -17.7% |
| 3M | -4.6% | -4.0% | -0.6% | -3.9% |
| 6M | +14.0% | -1.9% | +15.9% | +12.7% |
| YTD | +20.2% | -0.2% | +20.3% | +17.8% |
| 1Y | +36.0% | +10.7% | +25.3% | +26.9% |
| All | +36.0% | +13.6% | +22.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling