+101.8%
DASH vs VICR
+262.0%
-160.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.9% | -0.6% |
| 7D | +0.4% | -23.1% | +23.5% | +1.5% |
| 30D | -6.0% | -48.1% | +42.0% | -3.0% |
| 3M | -15.8% | -32.8% | +17.1% | -14.9% |
| 6M | +7.0% | -47.6% | +54.6% | +8.0% |
| YTD | -20.7% | +34.0% | -54.7% | -30.3% |
| 1Y | -8.5% | +65.0% | -73.5% | -22.0% |
| 3Y | +101.8% | +277.1% | -175.3% | +37.3% |
| All | +101.8% | +262.0% | -160.3% | +37.3% |
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