+25.0%
ROK vs VICR
+76.0%
-51.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.6% | +0.9% |
| 7D | 0.0% | -26.6% | +26.6% | +3.9% |
| 30D | -2.5% | -47.9% | +45.5% | +5.5% |
| 3M | 0.0% | -29.8% | +29.8% | +3.1% |
| 6M | +11.6% | -36.6% | +48.2% | +14.3% |
| YTD | +15.2% | +45.1% | -29.9% | -0.6% |
| 1Y | +25.0% | +80.0% | -55.0% | +2.2% |
| All | +25.0% | +76.0% | -51.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling