+171.8%
DLR vs VSAT
+3.1%
+168.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -1.3% | +3.4% | -4.7% | -1.7% |
| 30D | -2.9% | -12.2% | +9.4% | -1.7% |
| 3M | +3.2% | +20.6% | -17.4% | +0.1% |
| 6M | +3.9% | +60.2% | -56.3% | -2.7% |
| YTD | +21.4% | +115.3% | -93.8% | +9.9% |
| 1Y | +9.7% | +154.6% | -144.9% | -2.9% |
| 3Y | +56.5% | +211.2% | -154.6% | +26.3% |
| 5Y | +41.5% | +52.7% | -11.2% | +19.3% |
| All | +171.8% | +3.1% | +168.6% | +130.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling