-38.8%
DOCS vs VICR
+67.9%
-106.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -0.6% | -9.7% | +9.1% | +0.6% |
| 30D | +6.3% | -39.2% | +45.5% | +14.3% |
| 3M | +26.5% | -22.6% | +49.1% | +27.5% |
| 6M | +24.8% | -37.0% | +61.7% | +25.0% |
| YTD | -26.8% | +47.5% | -74.3% | -42.8% |
| 1Y | -38.3% | +75.0% | -113.3% | -54.0% |
| 3Y | +36.0% | +343.0% | -306.9% | -29.4% |
| 5Y | -55.0% | +3.9% | -58.9% | -63.2% |
| All | -38.8% | +67.9% | -106.8% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling