+459.9%
DDOG vs VICR
+492.1%
-32.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.8% |
| 7D | -6.1% | +9.8% | -15.9% | -8.1% |
| 30D | -10.1% | -12.6% | +2.5% | -8.1% |
| 3M | -9.3% | -29.7% | +20.4% | -4.7% |
| 6M | +67.2% | +18.8% | +48.3% | +47.2% |
| YTD | +54.6% | +76.4% | -21.8% | +20.1% |
| 1Y | +54.1% | +282.4% | -228.3% | -6.5% |
| 3Y | +115.3% | +206.2% | -90.9% | +24.6% |
| 5Y | +50.6% | +53.9% | -3.3% | -1.4% |
| All | +459.9% | +492.1% | -32.2% | +44.6% |
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