-31.1%
DPZ vs VICR
+3.6%
-34.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.6% |
| 7D | -3.5% | +5.7% | -9.2% | -3.8% |
| 30D | +5.7% | -35.2% | +40.9% | +7.0% |
| 3M | -7.5% | -20.3% | +12.8% | -7.5% |
| 6M | +6.2% | -46.3% | +52.5% | +7.3% |
| YTD | -19.8% | +53.4% | -73.2% | -26.5% |
| 1Y | -18.0% | +81.6% | -99.5% | -26.1% |
| 3Y | -8.8% | +360.5% | -369.3% | -27.7% |
| All | -31.1% | +3.6% | -34.6% | -35.9% |
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