+1,233.9%
DVN vs VICR
+11,731.3%
-10,497.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | +8.0% | -11.9% | +19.9% | +9.4% |
| 3M | +11.9% | -35.1% | +47.1% | +16.2% |
| 6M | +10.6% | +8.1% | +2.5% | +4.1% |
| YTD | +35.4% | +67.8% | -32.4% | +18.2% |
| 1Y | +46.5% | +267.3% | -220.8% | +12.7% |
| 3Y | +3.0% | +191.2% | -188.3% | -22.5% |
| 5Y | +120.5% | +48.1% | +72.4% | +70.4% |
| 10Y | +62.5% | +1,546.1% | -1,483.6% | -13.8% |
| All | +1,233.9% | +11,731.3% | -10,497.4% | +409.5% |
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 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