+164.6%
DOCN vs VICR
+120.1%
+44.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +1.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -9.6% | -13.9% | +4.3% | -5.3% |
| 3M | -37.7% | -38.4% | +0.7% | -28.6% |
| 6M | +115.2% | -7.2% | +122.4% | +107.9% |
| YTD | +133.7% | +72.0% | +61.7% | +82.2% |
| 1Y | +250.2% | +263.3% | -13.1% | +109.1% |
| 3Y | +320.3% | +173.3% | +147.0% | +149.4% |
| 5Y | +53.1% | +47.3% | +5.8% | +11.4% |
| All | +164.6% | +120.1% | +44.5% | +52.4% |
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