-8.4%
DPZ vs VICR
+175.6%
-184.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.8% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | -7.0% | -13.9% | +7.0% | -6.9% |
| 3M | +11.6% | -38.4% | +50.0% | +12.1% |
| 6M | -15.2% | -7.2% | -8.0% | -17.3% |
| YTD | -17.2% | +72.0% | -89.3% | -23.0% |
| 1Y | -24.8% | +263.3% | -288.1% | -34.8% |
| All | -8.4% | +175.6% | -184.0% | -20.3% |
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 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