+292.2%
DOV vs VICR
+1,679.8%
-1,387.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.9% |
| 7D | -2.0% | +5.0% | -6.9% | -2.8% |
| 30D | -8.9% | -12.5% | +3.6% | -7.4% |
| 3M | -13.3% | -33.6% | +20.3% | -9.2% |
| 6M | -9.7% | +10.7% | -20.3% | -15.2% |
| YTD | -2.5% | +80.6% | -83.0% | -16.6% |
| 1Y | +7.2% | +288.4% | -281.1% | -21.0% |
| 3Y | +39.4% | +213.8% | -174.4% | +0.1% |
| 5Y | +15.8% | +58.8% | -43.0% | -13.2% |
| All | +292.2% | +1,679.8% | -1,387.6% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling