+16,108.2%
ROK vs VICR
+11,731.3%
+4,376.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.1% |
| 30D | -1.8% | -11.9% | +10.1% | 0.0% |
| 3M | -7.2% | -35.1% | +28.0% | -1.7% |
| 6M | +14.2% | +8.1% | +6.0% | +7.7% |
| YTD | +10.6% | +67.8% | -57.2% | -4.4% |
| 1Y | +25.9% | +267.3% | -241.4% | -6.9% |
| 3Y | +50.8% | +191.2% | -140.4% | +9.1% |
| 5Y | +47.0% | +48.1% | -1.0% | +10.3% |
| 10Y | +354.9% | +1,546.1% | -1,191.2% | +106.9% |
| All | +16,108.2% | +11,731.3% | +4,376.9% | +4,853.2% |
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 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