+2,525.8%
DUK vs VICR
+11,356.8%
-8,831.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -2.2% | -15.6% | +13.3% | -1.5% |
| 3M | -3.7% | -35.4% | +31.7% | -2.2% |
| 6M | -6.3% | +1.3% | -7.6% | -8.0% |
| YTD | +4.5% | +62.5% | -57.9% | -0.5% |
| 1Y | +1.8% | +255.5% | -253.6% | -7.8% |
| 3Y | +46.8% | +182.0% | -135.2% | +31.3% |
| 5Y | +40.2% | +42.9% | -2.7% | +26.5% |
| 10Y | +129.8% | +1,494.0% | -1,364.2% | +70.6% |
| All | +2,525.8% | +11,356.8% | -8,831.0% | +1,427.4% |
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