+91.1%
DASH vs VICR
+336.6%
-245.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | -4.5% | +8.3% | -12.8% | -5.0% |
| 30D | -6.8% | -35.2% | +28.4% | -5.1% |
| 3M | -20.7% | -29.8% | +9.1% | -20.0% |
| 6M | +15.1% | -48.6% | +63.6% | +17.3% |
| YTD | -24.3% | +45.1% | -69.4% | -33.6% |
| 1Y | -12.1% | +79.6% | -91.7% | -25.3% |
| 3Y | +91.1% | +335.4% | -244.3% | +27.6% |
| All | +91.1% | +336.6% | -245.5% | +27.6% |
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