-42.2%
RIG vs VICR
+1,679.8%
-1,722.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.2% | -12.9% | -4.1% |
| 7D | -3.1% | +5.0% | -8.0% | -4.3% |
| 30D | -0.5% | -12.5% | +11.9% | +1.6% |
| 3M | -6.0% | -33.6% | +27.6% | -0.6% |
| 6M | -10.1% | +10.7% | -20.8% | -20.5% |
| YTD | +37.3% | +80.6% | -43.3% | +5.2% |
| 1Y | +73.9% | +288.4% | -214.4% | +7.3% |
| 3Y | -30.2% | +213.8% | -244.0% | -58.6% |
| 5Y | +62.5% | +58.8% | +3.6% | +3.2% |
| All | -42.2% | +1,679.8% | -1,722.0% | -85.1% |
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 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