+5.8%
DASH vs VICR
+123.3%
-117.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.9% | -5.8% |
| 7D | -11.2% | +9.8% | -21.0% | -12.9% |
| 30D | -7.3% | -12.6% | +5.3% | -5.5% |
| 3M | +31.4% | -29.7% | +61.1% | +36.6% |
| 6M | +11.9% | +18.8% | -7.0% | -2.5% |
| YTD | -11.5% | +76.4% | -87.9% | -31.8% |
| 1Y | -20.0% | +282.4% | -302.4% | -51.4% |
| 3Y | +143.9% | +206.2% | -62.2% | +41.7% |
| 5Y | -0.2% | +53.9% | -54.1% | -35.2% |
| All | +5.8% | +123.3% | -117.5% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling