+237.5%
VIK vs RL
+119.2%
+118.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.2% |
| 7D | +3.6% | +1.9% | +1.7% | +2.5% |
| 30D | -16.7% | -12.2% | -4.5% | -11.0% |
| 3M | -1.1% | -6.6% | +5.6% | +1.7% |
| 6M | +27.8% | +3.2% | +24.7% | +23.9% |
| YTD | +23.3% | -1.3% | +24.6% | +22.4% |
| 1Y | +38.2% | +13.6% | +24.6% | +26.6% |
| All | +237.5% | +119.2% | +118.2% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling