-15.2%
VSAT vs DOC
+14.9%
-30.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -10.8% | -11.0% |
| 7D | -23.9% | +6.2% | -30.1% | -26.6% |
| 30D | -20.2% | +6.5% | -26.6% | -23.5% |
| 3M | -26.7% | -6.2% | -20.5% | -24.8% |
| 6M | -9.4% | +25.6% | -35.0% | -22.6% |
| YTD | +72.3% | +32.1% | +40.2% | +42.7% |
| 1Y | +56.6% | +20.3% | +36.3% | +37.0% |
| 3Y | +199.9% | +42.7% | +157.2% | +135.1% |
| 5Y | -11.4% | -22.2% | +10.8% | -3.9% |
| All | -15.2% | +14.9% | -30.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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