+63.6%
DDOG vs VICR
+57.6%
+5.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -2.1% |
| 7D | +3.9% | +5.0% | -1.1% | +2.8% |
| 30D | -8.2% | -12.5% | +4.3% | -6.5% |
| 3M | -5.6% | -33.6% | +28.0% | -0.8% |
| 6M | +73.5% | +10.7% | +62.8% | +58.9% |
| YTD | +62.7% | +80.6% | -17.9% | +31.9% |
| 1Y | +59.0% | +288.4% | -229.4% | +5.2% |
| 3Y | +117.1% | +213.8% | -96.7% | +38.4% |
| All | +63.6% | +57.6% | +5.9% | +27.2% |
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