+16.8%
DOC vs VICR
+1,172.6%
-1,155.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.3% | +4.1% |
| 7D | +8.7% | -26.6% | +35.3% | +11.6% |
| 30D | +7.6% | -47.9% | +55.6% | +13.5% |
| 3M | -5.3% | -29.8% | +24.5% | -3.7% |
| 6M | +27.6% | -36.6% | +64.2% | +28.3% |
| YTD | +32.4% | +45.1% | -12.7% | +19.4% |
| 1Y | +22.9% | +80.0% | -57.2% | +7.9% |
| 3Y | +43.1% | +306.1% | -263.0% | +7.6% |
| 5Y | -21.4% | +2.1% | -23.5% | -33.5% |
| 10Y | +16.8% | +1,172.6% | -1,155.7% | -20.9% |
| All | +16.8% | +1,172.6% | -1,155.7% | -20.9% |
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