+158.1%
DASH vs VICR
+187.7%
-29.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.1% | -5.1% |
| 7D | -10.6% | +0.4% | -11.0% | -10.6% |
| 30D | +2.2% | -13.9% | +16.1% | +3.1% |
| 3M | +32.3% | -38.4% | +70.7% | +36.3% |
| 6M | +19.1% | -7.2% | +26.3% | +13.6% |
| YTD | -6.5% | +72.0% | -78.5% | -19.2% |
| 1Y | -14.9% | +263.3% | -278.2% | -35.8% |
| All | +158.1% | +187.7% | -29.6% | +103.8% |
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