+22.3%
DOC vs VICR
+175.6%
-153.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -4.8% | -13.9% | +9.2% | -4.2% |
| 3M | +6.9% | -38.4% | +45.3% | +9.0% |
| 6M | +20.7% | -7.2% | +28.0% | +18.2% |
| YTD | +34.1% | +72.0% | -37.9% | +24.3% |
| 1Y | +22.6% | +263.3% | -240.7% | +5.1% |
| All | +22.3% | +175.6% | -153.3% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling