-22.2%
DOC vs VICR
-13.4%
-8.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.1% | +14.8% | +0.6% |
| 7D | +6.2% | -34.6% | +40.8% | +8.7% |
| 30D | +6.5% | -54.9% | +61.3% | +11.1% |
| 3M | -6.2% | -38.3% | +32.1% | -4.6% |
| 6M | +25.6% | -49.2% | +74.8% | +27.6% |
| YTD | +32.1% | +23.3% | +8.8% | +23.1% |
| 1Y | +20.3% | +42.4% | -22.1% | +10.6% |
| 3Y | +42.7% | +244.9% | -202.2% | +15.2% |
| 5Y | -22.2% | -12.9% | -9.3% | -34.1% |
| All | -22.2% | -13.4% | -8.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling