-27.4%
DOCN vs VICR
+1.5%
-28.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +4.0% |
| 7D | +27.4% | +21.9% | +5.5% | +19.4% |
| 30D | -29.7% | -38.4% | +8.6% | -18.1% |
| 3M | -32.5% | -27.2% | -5.3% | -26.5% |
| 6M | -42.2% | -43.7% | +1.5% | -33.9% |
| YTD | +87.2% | +50.3% | +36.9% | +51.2% |
| 1Y | +86.2% | +74.6% | +11.7% | +43.6% |
| 3Y | +257.4% | +351.2% | -93.8% | +82.3% |
| 5Y | -27.4% | +2.5% | -29.9% | -36.0% |
| All | -27.4% | +1.5% | -28.8% | -36.0% |
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