+3,183.3%
DOC vs VICR
+10,135.5%
-6,952.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.3% | +4.5% |
| 7D | +8.7% | -26.6% | +35.3% | +12.6% |
| 30D | +7.6% | -47.9% | +55.6% | +15.4% |
| 3M | -5.3% | -29.8% | +24.5% | -3.2% |
| 6M | +27.6% | -36.6% | +64.2% | +28.9% |
| YTD | +32.4% | +45.1% | -12.7% | +17.8% |
| 1Y | +22.9% | +80.0% | -57.2% | +6.0% |
| 3Y | +43.1% | +306.1% | -263.0% | +4.5% |
| 5Y | -21.4% | +2.1% | -23.5% | -35.7% |
| 10Y | +16.8% | +1,172.6% | -1,155.7% | -37.2% |
| All | +3,183.3% | +10,135.5% | -6,952.3% | +1,224.5% |
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