-42.0%
RIG vs VICR
+2,428.8%
-2,470.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | 0.0% |
| 7D | -8.2% | +1.3% | -9.5% | -8.5% |
| 30D | -0.2% | -11.9% | +11.8% | +1.5% |
| 3M | -2.7% | -35.1% | +32.4% | +2.3% |
| 6M | -7.5% | +8.1% | -15.6% | -14.5% |
| YTD | +38.3% | +67.8% | -29.5% | +16.4% |
| 1Y | +81.8% | +267.3% | -185.5% | +31.0% |
| 3Y | -30.2% | +191.2% | -221.4% | -50.7% |
| 5Y | +59.9% | +48.1% | +11.9% | +17.4% |
| 10Y | -41.9% | +1,546.1% | -1,588.0% | -72.5% |
| All | -42.0% | +2,428.8% | -2,470.8% | -77.0% |
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