+147.9%
OXY vs VICR
+57.6%
+90.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | 0.0% |
| 7D | +2.8% | +5.0% | -2.1% | +2.6% |
| 30D | +5.5% | -12.5% | +17.9% | +5.9% |
| 3M | +11.3% | -33.6% | +44.9% | +12.5% |
| 6M | +11.6% | +10.7% | +0.9% | +8.3% |
| YTD | +51.6% | +80.6% | -29.0% | +40.7% |
| 1Y | +36.2% | +288.4% | -252.2% | +18.1% |
| 3Y | +1.7% | +213.8% | -212.1% | -13.1% |
| All | +147.9% | +57.6% | +90.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling