+9.5%
DVN vs VICR
+209.3%
-199.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | 0.0% |
| 7D | +4.5% | +5.0% | -0.4% | +4.3% |
| 30D | +12.0% | -12.5% | +24.4% | +12.4% |
| 3M | +13.4% | -33.6% | +47.0% | +14.6% |
| 6M | +12.1% | +10.7% | +1.4% | +8.4% |
| YTD | +38.8% | +80.6% | -41.8% | +26.9% |
| 1Y | +46.0% | +288.4% | -242.3% | +22.0% |
| 3Y | +9.5% | +213.8% | -204.3% | -8.1% |
| All | +9.5% | +209.3% | -199.8% | -8.1% |
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