+50.6%
DDOG vs VSAT
+53.4%
-2.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.7% |
| 7D | -6.1% | +17.3% | -23.4% | -8.2% |
| 30D | -10.1% | -3.3% | -6.9% | -9.9% |
| 3M | -9.3% | +18.7% | -28.0% | -12.5% |
| 6M | +67.2% | +77.6% | -10.4% | +49.9% |
| YTD | +54.6% | +125.6% | -71.0% | +32.7% |
| 1Y | +54.1% | +158.3% | -104.2% | +28.5% |
| 3Y | +115.3% | +226.1% | -110.9% | +58.2% |
| 5Y | +50.6% | +54.7% | -4.0% | +12.7% |
| All | +50.6% | +53.4% | -2.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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