+72.2%
DOCU vs VICR
+422.3%
-350.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.5% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +19.0% | -13.9% | +32.9% | +22.0% |
| 3M | +34.3% | -38.4% | +72.7% | +43.7% |
| 6M | +48.0% | -7.2% | +55.2% | +34.6% |
| YTD | 0.0% | +72.0% | -72.0% | -25.0% |
| 1Y | -10.3% | +263.3% | -273.6% | -47.6% |
| 3Y | +32.4% | +173.3% | -140.9% | -24.6% |
| 5Y | -77.9% | +47.3% | -125.2% | -86.3% |
| All | +72.2% | +422.3% | -350.1% | -28.6% |
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