+3,175.1%
DOC vs VICR
+8,593.2%
-5,418.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.1% | +14.8% | +1.6% |
| 7D | +6.2% | -34.6% | +40.8% | +11.4% |
| 30D | +6.5% | -54.9% | +61.3% | +15.9% |
| 3M | -6.2% | -38.3% | +32.1% | -2.8% |
| 6M | +25.6% | -49.2% | +74.8% | +30.2% |
| YTD | +32.1% | +23.3% | +8.8% | +19.7% |
| 1Y | +20.3% | +42.4% | -22.1% | +6.7% |
| 3Y | +42.7% | +244.9% | -202.2% | +6.2% |
| 5Y | -22.2% | -12.9% | -9.3% | -35.2% |
| 10Y | +16.5% | +980.8% | -964.3% | -36.2% |
| All | +3,175.1% | +8,593.2% | -5,418.0% | +1,245.4% |
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