+4.2%
DPZ vs VICR
-46.4%
+50.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -1.0% |
| 7D | +6.6% | -23.1% | +29.7% | +3.4% |
| 30D | +10.3% | -48.1% | +58.3% | +2.4% |
| 3M | -6.2% | -32.8% | +26.7% | -8.9% |
| 6M | +4.2% | -47.6% | +51.8% | -0.5% |
| All | +4.2% | -46.4% | +50.6% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling