+3,617.4%
DLR vs VICR
+2,302.2%
+1,315.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | +3.4% | +9.8% | -6.4% | +1.6% |
| 30D | -2.2% | -12.6% | +10.4% | -0.2% |
| 3M | +4.7% | -29.7% | +34.4% | +9.2% |
| 6M | +9.0% | +18.8% | -9.8% | 0.0% |
| YTD | +24.1% | +76.4% | -52.2% | +4.3% |
| 1Y | +20.9% | +282.4% | -261.4% | -14.1% |
| 3Y | +60.0% | +206.2% | -146.1% | +9.8% |
| 5Y | +35.3% | +53.9% | -18.6% | -3.6% |
| 10Y | +165.8% | +1,572.3% | -1,406.6% | -9.5% |
| All | +3,617.4% | +2,302.2% | +1,315.3% | +748.0% |
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 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