+556.0%
DG vs VICR
+2,539.9%
-1,983.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.1% |
| 7D | -2.5% | +9.8% | -12.3% | -3.0% |
| 30D | +1.0% | -12.6% | +13.6% | +1.6% |
| 3M | +20.3% | -29.7% | +50.0% | +21.6% |
| 6M | -11.7% | +18.8% | -30.6% | -15.0% |
| YTD | -2.3% | +76.4% | -78.7% | -9.0% |
| 1Y | +20.0% | +282.4% | -262.4% | +5.1% |
| 3Y | +7.2% | +206.2% | -198.9% | -7.9% |
| 5Y | -37.9% | +53.9% | -91.8% | -45.8% |
| 10Y | +107.3% | +1,572.3% | -1,465.0% | +33.6% |
| All | +556.0% | +2,539.9% | -1,983.9% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling