+11.7%
DASH vs VICR
+117.8%
-106.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.1% | -5.7% |
| 7D | -10.6% | +0.4% | -11.0% | -10.7% |
| 30D | +2.2% | -13.9% | +16.1% | +4.5% |
| 3M | +32.3% | -38.4% | +70.7% | +41.3% |
| 6M | +19.1% | -7.2% | +26.3% | +9.9% |
| YTD | -6.5% | +72.0% | -78.5% | -27.5% |
| 1Y | -14.9% | +263.3% | -278.2% | -47.7% |
| 3Y | +151.9% | +173.3% | -21.3% | +51.7% |
| 5Y | +9.4% | +47.3% | -37.9% | -27.9% |
| All | +11.7% | +117.8% | -106.1% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling