-69.7%
DOCU vs VICR
+1.5%
-71.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | +1.6% | +21.9% | -20.3% | -1.7% |
| 30D | +10.8% | -38.4% | +49.2% | +17.8% |
| 3M | +38.0% | -27.2% | +65.1% | +40.4% |
| 6M | +77.4% | -43.7% | +121.1% | +82.1% |
| YTD | +17.2% | +50.3% | -33.1% | -9.7% |
| 1Y | +15.6% | +74.6% | -59.0% | -14.5% |
| 3Y | +95.6% | +351.2% | -255.6% | -2.8% |
| 5Y | -69.7% | +2.5% | -72.2% | -80.9% |
| All | -69.7% | +1.5% | -71.2% | -80.9% |
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 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