+30.9%
DKS vs VICR
+209.3%
-178.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | +0.2% |
| 7D | -3.0% | +5.0% | -7.9% | -3.6% |
| 30D | -33.4% | -12.5% | -20.9% | -32.7% |
| 3M | -39.4% | -33.6% | -5.8% | -37.6% |
| 6M | -30.1% | +10.7% | -40.8% | -34.7% |
| YTD | -31.0% | +80.6% | -111.5% | -41.1% |
| 1Y | -40.2% | +288.4% | -328.5% | -56.0% |
| 3Y | +30.9% | +213.8% | -182.8% | -6.7% |
| All | +30.9% | +209.3% | -178.3% | -6.7% |
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