-13.6%
OTIS vs VSAT
+207.3%
-220.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.1% |
| 7D | -5.0% | +3.4% | -8.5% | -5.1% |
| 30D | -6.5% | -12.2% | +5.7% | -6.2% |
| 3M | -2.0% | +20.6% | -22.6% | -2.9% |
| 6M | -20.2% | +60.2% | -80.4% | -21.9% |
| YTD | -21.0% | +115.3% | -136.2% | -23.6% |
| 1Y | -20.9% | +154.6% | -175.4% | -24.2% |
| All | -13.6% | +207.3% | -220.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling