+358.3%
DVN vs VSAT
+1,423.4%
-1,065.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +2.3% |
| 7D | -0.1% | +3.5% | -3.6% | -0.7% |
| 30D | +8.0% | -14.7% | +22.7% | +10.4% |
| 3M | +11.9% | +13.2% | -1.2% | +7.4% |
| 6M | +10.6% | +57.4% | -46.7% | -1.1% |
| YTD | +35.4% | +110.0% | -74.6% | +14.0% |
| 1Y | +46.5% | +134.4% | -87.9% | +19.4% |
| 3Y | +3.0% | +203.5% | -200.6% | -29.1% |
| 5Y | +120.5% | +47.1% | +73.4% | +64.3% |
| 10Y | +62.5% | +0.4% | +62.1% | +26.0% |
| All | +358.3% | +1,423.4% | -1,065.1% | +148.6% |
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