-25.8%
DPZ vs VSAT
-9.7%
-16.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.1% | +11.4% | +0.7% |
| 7D | +9.5% | -23.9% | +33.4% | +10.5% |
| 30D | +12.8% | -20.2% | +33.0% | +13.5% |
| 3M | -6.2% | -26.7% | +20.5% | -5.4% |
| 6M | +4.3% | -9.4% | +13.7% | +3.4% |
| YTD | -16.6% | +72.3% | -88.9% | -20.5% |
| 1Y | -12.8% | +56.6% | -69.4% | -16.6% |
| 3Y | -0.8% | +199.9% | -200.7% | -12.7% |
| 5Y | -25.8% | -11.4% | -14.4% | -33.2% |
| All | -25.8% | -9.7% | -16.1% | -33.2% |
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 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