-54.2%
DOCS vs VICR
-6.0%
-48.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.5% |
| 7D | -0.8% | -23.1% | +22.4% | +3.2% |
| 30D | +17.4% | -48.1% | +65.5% | +29.5% |
| 3M | +57.4% | -32.8% | +90.2% | +62.9% |
| 6M | +26.5% | -47.6% | +74.2% | +31.4% |
| YTD | -26.6% | +34.0% | -60.6% | -41.4% |
| 1Y | -48.1% | +65.0% | -113.0% | -60.8% |
| 3Y | +52.6% | +277.1% | -224.5% | -17.0% |
| All | -54.2% | -6.0% | -48.3% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling