-38.7%
DOCS vs VICR
+52.6%
-91.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.5% |
| 7D | -0.8% | -23.1% | +22.4% | +3.3% |
| 30D | +17.4% | -48.1% | +65.5% | +29.8% |
| 3M | +57.4% | -32.8% | +90.2% | +63.0% |
| 6M | +26.5% | -47.6% | +74.2% | +31.5% |
| YTD | -26.6% | +34.0% | -60.6% | -41.6% |
| 1Y | -48.1% | +65.0% | -113.0% | -60.9% |
| 3Y | +52.6% | +277.1% | -224.5% | -17.8% |
| 5Y | -52.1% | -5.3% | -46.8% | -60.2% |
| All | -38.7% | +52.6% | -91.2% | -51.1% |
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