+62.5%
DRAM vs VICR
+7.3%
+55.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.1% | +5.8% | +0.4% |
| 7D | -16.6% | -26.6% | +9.9% | -2.5% |
| 30D | -26.9% | -47.9% | +21.1% | +0.7% |
| 3M | -17.8% | -29.8% | +11.9% | -6.4% |
| 6M | +6.2% | -36.6% | +42.8% | +36.1% |
| All | +62.5% | +7.3% | +55.2% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling