+67.3%
DVN vs VSAT
+3.3%
+64.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -1.3% | +5.9% | +4.7% |
| 30D | +12.0% | -14.8% | +26.8% | +15.2% |
| 3M | +13.4% | +2.2% | +11.2% | +10.3% |
| 6M | +12.1% | +60.2% | -48.1% | -4.4% |
| YTD | +38.8% | +115.6% | -76.8% | +8.4% |
| 1Y | +46.0% | +132.9% | -86.8% | +9.7% |
| 3Y | +9.5% | +216.1% | -206.6% | -37.6% |
| 5Y | +125.3% | +52.9% | +72.3% | +47.2% |
| All | +67.3% | +3.3% | +64.0% | +12.2% |
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