-37.7%
DG vs VICR
+57.6%
-95.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | +1.3% |
| 7D | -6.5% | +5.0% | -11.4% | -6.5% |
| 30D | +4.2% | -12.5% | +16.6% | +4.1% |
| 3M | +9.5% | -33.6% | +43.1% | +9.5% |
| 6M | -13.1% | +10.7% | -23.8% | -14.1% |
| YTD | -4.8% | +80.6% | -85.4% | -6.9% |
| 1Y | +20.6% | +288.4% | -267.8% | +16.4% |
| 3Y | +4.9% | +213.8% | -208.9% | +0.3% |
| All | -37.7% | +57.6% | -95.4% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling