+1,183.8%
OMC vs VSAT
+1,485.7%
-301.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -3.2% |
| 7D | -6.4% | +11.8% | -18.2% | -7.9% |
| 30D | +1.1% | -7.0% | +8.2% | +1.8% |
| 3M | +10.4% | +3.3% | +7.1% | +8.0% |
| 6M | -1.7% | +57.4% | -59.1% | -10.4% |
| YTD | +4.4% | +118.6% | -114.1% | -9.9% |
| 1Y | +8.4% | +150.2% | -141.8% | -9.4% |
| 3Y | +14.4% | +160.7% | -146.3% | -14.5% |
| 5Y | +33.9% | +51.2% | -17.3% | +3.0% |
| 10Y | +34.9% | -0.7% | +35.5% | +5.6% |
| All | +1,183.8% | +1,485.7% | -301.9% | +527.2% |
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 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