-29.3%
DASH vs VICR
-1.1%
-28.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | -4.5% | +8.3% | -12.8% | -5.9% |
| 30D | -6.8% | -35.2% | +28.4% | -1.3% |
| 3M | -20.7% | -29.8% | +9.1% | -18.7% |
| 6M | +15.1% | -48.6% | +63.6% | +20.8% |
| YTD | -24.3% | +45.1% | -69.4% | -40.9% |
| 1Y | -12.1% | +79.6% | -91.7% | -35.2% |
| 3Y | +91.1% | +335.4% | -244.3% | -4.4% |
| All | -29.3% | -1.1% | -28.3% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling