+20.6%
DG vs VICR
+293.8%
-273.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | +1.8% |
| 7D | -6.5% | +5.0% | -11.4% | -6.3% |
| 30D | +4.2% | -12.5% | +16.6% | +3.6% |
| 3M | +9.5% | -33.6% | +43.1% | +8.2% |
| 6M | -13.1% | +10.7% | -23.8% | -14.8% |
| YTD | -4.8% | +80.6% | -85.4% | -7.8% |
| 1Y | +20.6% | +288.4% | -267.8% | +12.7% |
| All | +20.6% | +293.8% | -273.2% | +12.7% |
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