+177.2%
DLR vs VSAT
+0.6%
+176.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | +0.4% |
| 7D | +2.9% | +3.5% | -0.6% | +2.5% |
| 30D | -1.2% | -14.7% | +13.5% | +0.2% |
| 3M | +2.9% | +13.2% | -10.2% | +0.5% |
| 6M | +6.7% | +57.4% | -50.7% | +0.1% |
| YTD | +23.9% | +110.0% | -86.1% | +12.4% |
| 1Y | +18.6% | +134.4% | -115.8% | +5.8% |
| 3Y | +59.7% | +203.5% | -143.8% | +29.1% |
| 5Y | +42.1% | +47.1% | -5.1% | +20.3% |
| All | +177.2% | +0.6% | +176.6% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling