+5,542.7%
DPZ vs VICR
+837.6%
+4,705.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -3.4% |
| 7D | +6.6% | -23.1% | +29.7% | +10.0% |
| 30D | +10.3% | -48.1% | +58.3% | +19.4% |
| 3M | -6.2% | -32.8% | +26.7% | -3.7% |
| 6M | +4.2% | -47.6% | +51.8% | +7.0% |
| YTD | -18.4% | +34.0% | -52.4% | -30.6% |
| 1Y | -14.9% | +65.0% | -79.9% | -30.4% |
| 3Y | -4.6% | +277.1% | -281.7% | -38.0% |
| 5Y | -27.4% | -5.3% | -22.1% | -44.6% |
| 10Y | +125.9% | +1,075.0% | -949.1% | -14.4% |
| All | +5,542.7% | +837.6% | +4,705.1% | +1,409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling