-3.6%
DDOG vs VICR
-1.1%
-2.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.5% |
| 7D | +2.9% | +8.3% | -5.4% | +1.2% |
| 30D | -31.6% | -35.2% | +3.6% | -26.5% |
| 3M | -27.0% | -29.8% | +2.8% | -23.4% |
| 6M | -10.3% | -48.6% | +38.3% | -3.3% |
| YTD | +35.4% | +45.1% | -9.7% | +13.0% |
| 1Y | -1.0% | +79.6% | -80.5% | -21.3% |
| 3Y | +76.7% | +335.4% | -258.7% | 0.0% |
| All | -3.6% | -1.1% | -2.5% | -13.1% |
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