+176.5%
DLR vs VICR
+1,679.8%
-1,503.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | +0.5% |
| 7D | +0.1% | +5.0% | -4.9% | -0.5% |
| 30D | -4.3% | -12.5% | +8.2% | -3.1% |
| 3M | +3.8% | -33.6% | +37.4% | +7.3% |
| 6M | +5.8% | +10.7% | -4.8% | +1.3% |
| YTD | +23.5% | +80.6% | -57.0% | +10.8% |
| 1Y | +11.1% | +288.4% | -277.3% | -9.9% |
| 3Y | +57.9% | +213.8% | -155.9% | +25.7% |
| 5Y | +44.0% | +58.8% | -14.9% | +16.1% |
| All | +176.5% | +1,679.8% | -1,503.3% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling