-1.8%
DECK vs VICR
+175.6%
-177.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -13.6% | -13.9% | +0.3% | -12.6% |
| 3M | -21.2% | -38.4% | +17.2% | -18.4% |
| 6M | -21.1% | -7.2% | -13.9% | -25.2% |
| YTD | -17.2% | +72.0% | -89.3% | -29.8% |
| 1Y | -30.7% | +263.3% | -294.0% | -49.3% |
| All | -1.8% | +175.6% | -177.3% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling