+19.8%
DDOG vs VICR
+76.0%
-56.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -11.1% | -3.3% | -13.6% |
| 7D | -32.2% | -26.6% | -5.6% | -30.9% |
| 30D | -31.7% | -47.9% | +16.2% | -30.2% |
| 3M | -34.5% | -29.8% | -4.7% | -33.1% |
| 6M | +28.7% | -36.6% | +65.3% | +32.0% |
| YTD | +38.8% | +45.1% | -6.4% | +46.8% |
| 1Y | +19.8% | +80.0% | -60.2% | +37.5% |
| All | +19.8% | +76.0% | -56.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling