+70.5%
DOCN vs VICR
+71.5%
-0.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | -0.3% |
| 7D | -19.2% | -23.1% | +4.0% | -11.9% |
| 30D | -43.1% | -48.1% | +5.0% | -29.7% |
| 3M | -40.7% | -32.8% | -7.9% | -33.6% |
| 6M | -55.0% | -47.6% | -7.4% | -47.7% |
| YTD | +50.6% | +34.0% | +16.6% | +25.5% |
| 1Y | +54.0% | +65.0% | -11.0% | +20.0% |
| 3Y | +203.9% | +277.1% | -73.2% | +60.9% |
| 5Y | -29.4% | -5.3% | -24.1% | -39.5% |
| All | +70.5% | +71.5% | -0.9% | +4.9% |
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