-7.8%
DPZ vs VICR
+361.4%
-369.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.4% |
| 7D | -3.5% | +5.7% | -9.2% | -3.5% |
| 30D | +5.7% | -35.2% | +40.9% | +5.6% |
| 3M | -7.5% | -20.3% | +12.8% | -7.6% |
| 6M | +6.2% | -46.3% | +52.5% | +6.4% |
| YTD | -19.8% | +53.4% | -73.2% | -25.5% |
| 1Y | -18.0% | +81.6% | -99.5% | -24.9% |
| All | -7.8% | +361.4% | -369.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling