+28.8%
DOCS vs VICR
-47.7%
+76.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.1% | +10.8% | -4.7% |
| 7D | -1.3% | -34.6% | +33.3% | -2.6% |
| 30D | +19.4% | -54.9% | +74.3% | +16.1% |
| 3M | +53.4% | -38.3% | +91.7% | +51.2% |
| 6M | +28.8% | -49.2% | +78.0% | +24.3% |
| All | +28.8% | -47.7% | +76.5% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling