-50.3%
DOCS vs VICR
+95.9%
-146.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.2% | -3.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +21.8% | -13.9% | +35.8% | +24.4% |
| 3M | +27.3% | -38.4% | +65.7% | +35.2% |
| 6M | -0.3% | -7.2% | +6.9% | -7.2% |
| YTD | -40.5% | +72.0% | -112.5% | -53.3% |
| 1Y | -61.5% | +263.3% | -324.8% | -75.9% |
| 3Y | +8.2% | +173.3% | -165.1% | -32.8% |
| 5Y | -73.4% | +47.3% | -120.7% | -79.8% |
| All | -50.3% | +95.9% | -146.1% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling