+237.4%
VIK vs RL
+153.0%
+84.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +2.6% | +1.3% | +1.3% | +1.8% |
| 30D | +7.9% | +7.6% | +0.3% | +3.7% |
| 3M | -15.2% | -1.5% | -13.6% | -14.7% |
| 6M | +6.5% | +12.1% | -5.5% | -1.5% |
| YTD | +23.3% | +13.9% | +9.4% | +13.2% |
| 1Y | +47.7% | +20.7% | +27.0% | +31.2% |
| All | +237.4% | +153.0% | +84.4% | +97.2% |
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