-11.4%
VSAT vs DOC
-22.1%
+10.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -10.8% | -10.9% |
| 7D | -23.9% | +6.2% | -30.1% | -26.9% |
| 30D | -20.2% | +6.5% | -26.6% | -23.9% |
| 3M | -26.7% | -6.2% | -20.5% | -24.4% |
| 6M | -9.4% | +25.6% | -35.0% | -25.1% |
| YTD | +72.3% | +32.1% | +40.2% | +36.6% |
| 1Y | +56.6% | +20.3% | +36.3% | +33.2% |
| 3Y | +199.9% | +42.7% | +157.2% | +114.3% |
| 5Y | -11.4% | -22.2% | +10.8% | -2.6% |
| All | -11.4% | -22.1% | +10.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling