-38.0%
DOCS vs VICR
+69.8%
-107.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.3% | -10.2% | -0.9% |
| 7D | 0.0% | -6.5% | +6.5% | +0.6% |
| 30D | +7.8% | -38.5% | +46.3% | +15.7% |
| 3M | +20.0% | -26.1% | +46.0% | +22.1% |
| 6M | +26.5% | -36.2% | +62.8% | +26.5% |
| YTD | -25.8% | +49.2% | -75.0% | -42.1% |
| 1Y | -39.5% | +87.0% | -126.5% | -55.6% |
| 3Y | +60.3% | +350.4% | -290.1% | -17.1% |
| 5Y | -57.0% | +3.7% | -60.7% | -64.8% |
| All | -38.0% | +69.8% | -107.8% | -51.5% |
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