-9.7%
RKT vs VICR
+42.6%
-52.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.2% |
| 7D | -7.2% | -0.4% | -6.8% | -7.2% |
| 30D | -7.9% | -15.6% | +7.7% | -5.5% |
| 3M | +5.2% | -35.4% | +40.6% | +11.2% |
| 6M | -14.9% | +1.3% | -16.2% | -20.4% |
| YTD | -31.9% | +62.5% | -94.3% | -42.7% |
| 1Y | -36.9% | +255.5% | -292.4% | -55.6% |
| 3Y | +35.7% | +182.0% | -146.3% | -6.9% |
| 5Y | -9.7% | +42.9% | -52.6% | -39.5% |
| All | -9.7% | +42.6% | -52.3% | -39.5% |
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 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