+14.5%
DOC vs VICR
+1,052.0%
-1,037.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -0.1% |
| 7D | +6.5% | -23.1% | +29.6% | +8.7% |
| 30D | +9.2% | -48.1% | +57.2% | +14.9% |
| 3M | -2.5% | -32.8% | +30.3% | -0.7% |
| 6M | +7.1% | -47.6% | +54.7% | +9.5% |
| YTD | +33.0% | +34.0% | -1.0% | +20.7% |
| 1Y | +23.3% | +65.0% | -41.7% | +9.0% |
| 3Y | +44.9% | +277.1% | -232.2% | +9.6% |
| 5Y | -21.6% | -5.3% | -16.3% | -33.3% |
| All | +14.5% | +1,052.0% | -1,037.5% | -22.3% |
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