-23.1%
DASH vs VICR
+263.7%
-286.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.6% |
| 7D | -12.8% | +1.3% | -14.1% | -12.8% |
| 30D | -6.0% | -11.9% | +5.9% | -6.2% |
| 3M | +26.7% | -35.1% | +61.8% | +26.3% |
| 6M | +11.7% | +8.1% | +3.6% | +6.8% |
| YTD | -12.9% | +67.8% | -80.7% | -18.5% |
| 1Y | -23.1% | +267.3% | -290.4% | -30.7% |
| All | -23.1% | +263.7% | -286.8% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling