-71.7%
DOCU vs VICR
-6.0%
-65.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -3.0% |
| 7D | -5.5% | -23.1% | +17.6% | -2.1% |
| 30D | +12.6% | -48.1% | +60.7% | +23.0% |
| 3M | +36.4% | -32.8% | +69.2% | +40.5% |
| 6M | +66.8% | -47.6% | +114.4% | +71.3% |
| YTD | +13.5% | +34.0% | -20.5% | -10.9% |
| 1Y | +11.3% | +65.0% | -53.7% | -17.5% |
| 3Y | +92.1% | +277.1% | -185.0% | -0.7% |
| All | -71.7% | -6.0% | -65.7% | -81.3% |
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 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