-37.1%
DOCS vs VICR
+65.2%
-102.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | +2.6% | +8.3% | -5.7% | +1.0% |
| 30D | +11.4% | -35.2% | +46.6% | +18.5% |
| 3M | +25.4% | -29.8% | +55.2% | +28.9% |
| 6M | +42.5% | -48.6% | +91.1% | +50.5% |
| YTD | -24.7% | +45.1% | -69.8% | -41.0% |
| 1Y | -32.9% | +79.6% | -112.5% | -50.4% |
| 3Y | +39.6% | +335.4% | -295.8% | -27.4% |
| 5Y | -54.6% | -1.0% | -53.6% | -62.3% |
| All | -37.1% | +65.2% | -102.3% | -50.6% |
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