+117.6%
DT vs VICR
+539.6%
-422.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.5% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | +2.0% | -13.9% | +16.0% | +4.0% |
| 3M | +20.0% | -38.4% | +58.4% | +27.1% |
| 6M | +39.3% | -7.2% | +46.5% | +30.1% |
| YTD | +19.8% | +72.0% | -52.3% | -3.9% |
| 1Y | +4.3% | +263.3% | -259.0% | -31.7% |
| 3Y | +7.7% | +173.3% | -165.6% | -30.8% |
| 5Y | -26.8% | +47.3% | -74.1% | -48.1% |
| All | +117.6% | +539.6% | -422.0% | -24.7% |
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