+3,455.1%
DLR vs VICR
+1,876.3%
+1,578.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.3% |
| 7D | +3.3% | +8.3% | -5.0% | +1.8% |
| 30D | +4.6% | -35.2% | +39.8% | +11.6% |
| 3M | -8.3% | -29.8% | +21.5% | -4.8% |
| 6M | -5.6% | -48.6% | +42.9% | +0.8% |
| YTD | +18.7% | +45.1% | -26.4% | +0.9% |
| 1Y | +17.1% | +79.6% | -62.5% | -4.6% |
| 3Y | +54.4% | +335.4% | -281.0% | -3.1% |
| 5Y | +36.5% | -1.0% | +37.5% | +4.1% |
| 10Y | +187.7% | +993.1% | -805.4% | +5.9% |
| All | +3,455.1% | +1,876.3% | +1,578.8% | +720.4% |
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