+348.5%
ROK vs VICR
+1,679.8%
-1,331.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | -0.4% |
| 7D | -1.2% | +5.0% | -6.2% | -2.3% |
| 30D | -4.8% | -12.5% | +7.7% | -2.9% |
| 3M | -6.1% | -33.6% | +27.5% | -0.7% |
| 6M | +15.5% | +10.7% | +4.8% | +7.7% |
| YTD | +11.2% | +80.6% | -69.4% | -6.8% |
| 1Y | +23.8% | +288.4% | -264.5% | -12.4% |
| 3Y | +53.1% | +213.8% | -160.7% | +5.1% |
| 5Y | +48.3% | +58.8% | -10.6% | +7.1% |
| All | +348.5% | +1,679.8% | -1,331.3% | +79.3% |
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