-50.3%
DOCS vs VSAT
+48.7%
-99.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -3.4% |
| 7D | -1.4% | +11.8% | -13.2% | -2.8% |
| 30D | +21.8% | -7.0% | +28.9% | +22.4% |
| 3M | +27.3% | +3.3% | +24.0% | +24.3% |
| 6M | -0.3% | +57.4% | -57.8% | -10.0% |
| YTD | -40.5% | +118.6% | -159.1% | -49.9% |
| 1Y | -61.5% | +150.2% | -211.8% | -68.7% |
| 3Y | +8.2% | +160.7% | -152.5% | -20.8% |
| 5Y | -73.4% | +51.2% | -124.6% | -80.2% |
| All | -50.3% | +48.7% | -99.0% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling