+124.0%
DPZ vs VSAT
-9.2%
+133.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.8% | -2.5% |
| 7D | +6.6% | -17.0% | +23.5% | +7.4% |
| 30D | +10.3% | -9.8% | +20.1% | +10.5% |
| 3M | -6.2% | -22.0% | +15.8% | -5.4% |
| 6M | +4.2% | -5.0% | +9.2% | +3.1% |
| YTD | -18.4% | +85.6% | -104.0% | -23.1% |
| 1Y | -14.9% | +80.2% | -95.1% | -19.8% |
| 3Y | -4.6% | +250.0% | -254.7% | -18.4% |
| 5Y | -27.4% | -4.6% | -22.8% | -33.1% |
| All | +124.0% | -9.2% | +133.2% | +100.2% |
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