+183.5%
DAL vs VICR
+325.1%
-141.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.3% | -6.0% | +3.4% |
| 7D | +10.0% | -6.5% | +16.6% | +10.7% |
| 30D | +12.0% | -38.5% | +50.6% | +20.0% |
| 3M | +0.8% | -26.1% | +26.9% | +3.2% |
| 6M | +26.2% | -36.2% | +62.4% | +28.1% |
| YTD | +33.7% | +49.2% | -15.5% | +11.4% |
| 1Y | +57.6% | +87.0% | -29.4% | +25.2% |
| 3Y | +183.5% | +350.4% | -167.0% | +61.1% |
| All | +183.5% | +325.1% | -141.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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