+25.3%
DG vs VICR
+272.1%
-246.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.7% |
| 7D | +8.4% | +0.4% | +8.0% | +8.4% |
| 30D | +4.9% | -13.9% | +18.9% | +4.4% |
| 3M | +29.3% | -38.4% | +67.7% | +27.5% |
| 6M | -11.3% | -7.2% | -4.1% | -13.1% |
| YTD | +1.8% | +72.0% | -70.3% | -1.9% |
| 1Y | +25.3% | +263.3% | -238.0% | +16.1% |
| All | +25.3% | +272.1% | -246.8% | +16.1% |
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 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