+6.9%
DECK vs VICR
+82.5%
-75.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.5% | -1.6% |
| 7D | -0.8% | +5.7% | -6.5% | -0.9% |
| 30D | +4.9% | -35.2% | +40.1% | +5.3% |
| 3M | -5.8% | -20.3% | +14.5% | -6.3% |
| 6M | -8.6% | -46.3% | +37.7% | -8.7% |
| YTD | -14.7% | +53.4% | -68.1% | -23.4% |
| 1Y | +6.9% | +81.6% | -74.7% | -5.4% |
| All | +6.9% | +82.5% | -75.6% | -5.4% |
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