+225.9%
VIK vs RL
+111.9%
+114.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -1.6% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -18.0% | -17.5% | -0.5% | -9.3% |
| 3M | -5.8% | -14.0% | +8.2% | +1.3% |
| 6M | +17.2% | -2.0% | +19.1% | +16.7% |
| YTD | +19.1% | -4.6% | +23.7% | +20.4% |
| 1Y | +33.6% | +9.5% | +24.1% | +24.9% |
| All | +225.9% | +111.9% | +114.0% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling