+3.6%
DG vs VICR
+178.2%
-174.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.4% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | +2.4% | -15.6% | +18.0% | +2.0% |
| 3M | +12.4% | -35.4% | +47.8% | +11.4% |
| 6M | -14.9% | +1.3% | -16.2% | -15.6% |
| YTD | -6.1% | +62.5% | -68.5% | -6.6% |
| 1Y | +17.9% | +255.5% | -237.6% | +18.2% |
| All | +3.6% | +178.2% | -174.6% | +1.7% |
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 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