+67.3%
DVN vs VICR
+1,679.8%
-1,612.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -1.2% |
| 7D | +4.5% | +5.0% | -0.4% | +3.6% |
| 30D | +12.0% | -12.5% | +24.4% | +13.6% |
| 3M | +13.4% | -33.6% | +47.0% | +17.9% |
| 6M | +12.1% | +10.7% | +1.4% | +3.4% |
| YTD | +38.8% | +80.6% | -41.8% | +15.3% |
| 1Y | +46.0% | +288.4% | -242.3% | +3.2% |
| 3Y | +9.5% | +213.8% | -204.3% | -25.3% |
| 5Y | +125.3% | +58.8% | +66.4% | +62.5% |
| All | +67.3% | +1,679.8% | -1,612.5% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling