+55.9%
DRI vs VICR
+187.3%
-131.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | -1.5% |
| 7D | -4.8% | +1.3% | -6.1% | -4.9% |
| 30D | -3.9% | -11.9% | +8.0% | -3.6% |
| 3M | +5.1% | -35.1% | +40.2% | +6.2% |
| 6M | +5.5% | +8.1% | -2.6% | +3.1% |
| YTD | +16.5% | +67.8% | -51.3% | +10.7% |
| 1Y | +2.0% | +267.3% | -265.3% | -7.8% |
| All | +55.9% | +187.3% | -131.4% | +40.2% |
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