-52.9%
DOCS vs VICR
-1.1%
-51.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | +2.6% | +8.3% | -5.7% | +1.1% |
| 30D | +11.4% | -35.2% | +46.6% | +18.3% |
| 3M | +25.4% | -29.8% | +55.2% | +28.8% |
| 6M | +42.5% | -48.6% | +91.1% | +50.3% |
| YTD | -24.7% | +45.1% | -69.8% | -40.7% |
| 1Y | -32.9% | +79.6% | -112.5% | -50.1% |
| 3Y | +39.6% | +335.4% | -295.8% | -26.4% |
| All | -52.9% | -1.1% | -51.8% | -56.5% |
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 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