+3,226.5%
DOC vs VICR
+12,032.4%
-8,805.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -4.8% | -13.9% | +9.2% | -3.3% |
| 3M | +6.9% | -38.4% | +45.3% | +11.4% |
| 6M | +20.7% | -7.2% | +28.0% | +17.0% |
| YTD | +34.1% | +72.0% | -37.9% | +19.0% |
| 1Y | +22.6% | +263.3% | -240.7% | -2.7% |
| 3Y | +20.8% | +173.3% | -152.4% | -5.6% |
| 5Y | -24.9% | +47.3% | -72.2% | -40.4% |
| 10Y | -1.8% | +1,495.2% | -1,497.0% | -47.9% |
| All | +3,226.5% | +12,032.4% | -8,805.9% | +1,237.9% |
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 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