+489.1%
DDOG vs VICR
+506.2%
-17.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -2.6% |
| 7D | +3.9% | +5.0% | -1.1% | +2.5% |
| 30D | -8.2% | -12.5% | +4.3% | -6.1% |
| 3M | -5.6% | -33.6% | +28.0% | +0.3% |
| 6M | +73.5% | +10.7% | +62.8% | +55.4% |
| YTD | +62.7% | +80.6% | -17.9% | +25.4% |
| 1Y | +59.0% | +288.4% | -229.4% | -4.0% |
| 3Y | +117.1% | +213.8% | -96.7% | +24.7% |
| 5Y | +61.3% | +58.8% | +2.4% | +4.5% |
| All | +489.1% | +506.2% | -17.0% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling