+74.2%
OTIS vs VSAT
+154.5%
-80.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.7% |
| 7D | -0.7% | +11.8% | -12.5% | -1.4% |
| 30D | -2.0% | -7.0% | +5.1% | -1.6% |
| 3M | +2.6% | +3.3% | -0.7% | +1.7% |
| 6M | -20.9% | +57.4% | -78.4% | -24.1% |
| YTD | -17.1% | +118.6% | -135.7% | -22.6% |
| 1Y | -15.9% | +150.2% | -166.1% | -22.7% |
| 3Y | -12.7% | +160.7% | -173.5% | -23.3% |
| 5Y | -15.7% | +51.2% | -66.9% | -24.9% |
| All | +74.2% | +154.5% | -80.3% | +44.3% |
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 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